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http://bura.brunel.ac.uk/handle/2438/18757
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Dassios, A | - |
dc.contributor.author | Lim, JW | - |
dc.date.accessioned | 2019-07-18T09:17:16Z | - |
dc.date.available | 2019-07-18T09:17:16Z | - |
dc.date.issued | 2019-02-28 | - |
dc.identifier.citation | Mathematical Finance | en_US |
dc.identifier.issn | 0960-1627 | - |
dc.identifier.issn | http://dx.doi.org/10.1111/mafi.12202 | - |
dc.identifier.issn | http://dx.doi.org/10.1111/mafi.12202 | - |
dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/18757 | - |
dc.language | en | - |
dc.language.iso | en | en_US |
dc.publisher | Wiley | en_US |
dc.subject | Drawdown duration, | en_US |
dc.subject | Brownian excursions, | en_US |
dc.subject | Local time, | en_US |
dc.subject | Azéma martingale, | en_US |
dc.subject | Drawdown option | en_US |
dc.title | A variation of the Azéma martingale and drawdown options | en_US |
dc.type | Article | en_US |
dc.identifier.doi | http://dx.doi.org/10.1111/mafi.12202 | - |
dc.relation.isPartOf | Mathematical Finance | - |
pubs.publication-status | Published online | - |
Appears in Collections: | Mathematical Sciences |
Files in This Item:
File | Description | Size | Format | |
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FullText.pdf | Embargoed until 21/02/2021 | 185 kB | Adobe PDF | View/Open |
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