Browsing by Author Wei Lim, J
Showing results 1 to 2 of 2
Issue Date | Title | Author(s) |
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21-May-2020 | Azéma martingales for Bessel and CIR processes and the pricing of Parisian zero-coupon bonds | Dassios, A; Wei Lim, J; Qu, Y |
Jul-2019 | Exact simulation of generalised Vervaat perpetuities | Wei Lim, J; Dassios, A; Qu, Y |