The joint distribution of Parisian and hitting times of...

Finance and Stochastics 2016 / 7 Vol. 20; Iss. 3

The joint distribution of Parisian and hitting times of Brownian motion with application to Parisian option pricing

Dassios, Angelos, Zhang, You You
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Volume:
20
Language:
english
Journal:
Finance and Stochastics
DOI:
10.1007/s00780-016-0302-6
Date:
July, 2016
File:
PDF, 1.74 MB
english, 2016
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