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Please use this identifier to cite or link to this item:
http://bura.brunel.ac.uk/handle/2438/18759Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Dassios, A | - |
| dc.contributor.author | Lim, JW | - |
| dc.date.accessioned | 2019-07-18T09:42:24Z | - |
| dc.date.available | 2018-03-28 | - |
| dc.date.available | 2019-07-18T09:42:24Z | - |
| dc.date.issued | 2018-03-28 | - |
| dc.identifier.citation | Journal of Applied Probability, 2018, 55 (1), pp. 282 - 301 | en_US |
| dc.identifier.issn | 0021-9002 | - |
| dc.identifier.issn | http://dx.doi.org/10.1017/jpr.2018.17 | - |
| dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/18759 | - |
| dc.format.extent | 282 - 301 | - |
| dc.language.iso | en | en_US |
| dc.publisher | Cambridge University Press | en_US |
| dc.subject | Brownian excursions, | en_US |
| dc.subject | Parisian stopping times, | en_US |
| dc.subject | Double-sided Parisian options | en_US |
| dc.title | Recursive formula for the double-barrier Parisian stopping time | en_US |
| dc.type | Article | en_US |
| dc.identifier.doi | http://dx.doi.org/10.1017/jpr.2018.17 | - |
| dc.relation.isPartOf | Journal of Applied Probability | - |
| pubs.issue | 1 | - |
| pubs.publication-status | Published | - |
| pubs.volume | 55 | - |
| Appears in Collections: | Mathematical Sciences | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | 407.36 kB | Adobe PDF | View/Open |
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