Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/18757
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dc.contributor.authorDassios, A-
dc.contributor.authorLim, JW-
dc.date.accessioned2019-07-18T09:17:16Z-
dc.date.available2019-07-18T09:17:16Z-
dc.date.issued2019-02-28-
dc.identifier.citationMathematical Financeen_US
dc.identifier.issn0960-1627-
dc.identifier.issnhttp://dx.doi.org/10.1111/mafi.12202-
dc.identifier.issnhttp://dx.doi.org/10.1111/mafi.12202-
dc.identifier.urihttp://bura.brunel.ac.uk/handle/2438/18757-
dc.languageen-
dc.language.isoenen_US
dc.publisherWileyen_US
dc.subjectDrawdown duration,en_US
dc.subjectBrownian excursions,en_US
dc.subjectLocal time,en_US
dc.subjectAzéma martingale,en_US
dc.subjectDrawdown optionen_US
dc.titleA variation of the Azéma martingale and drawdown optionsen_US
dc.typeArticleen_US
dc.identifier.doihttp://dx.doi.org/10.1111/mafi.12202-
dc.relation.isPartOfMathematical Finance-
pubs.publication-statusPublished online-
Appears in Collections:Mathematical Sciences

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