Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Browsing by Subject tail asymptotics
Showing results 1 to 1 of 1
| Issue Date | Title | Author(s) |
|---|---|---|
| 16-Jun-2015 | An analytical solution for the two-sided Parisian stopping time, its asymptotics, and the pricing of Parisian options | Dassios, A; Lim, JW |