Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Browsing by Author Lim, JW
Showing results 4 to 7 of 7
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| Issue Date | Title | Author(s) |
|---|---|---|
| 15-Aug-2013 | Parisian Option Pricing: A Recursive Solution for the Density of the Parisian Stopping Time | Dassios, A; Lim, JW |
| 28-Mar-2018 | Recursive formula for the double-barrier Parisian stopping time | Dassios, A; Lim, JW |
| 13-May-2021 | A two-phase dynamic contagion model for COVID-19 | Chen, Z; Dassios, A; Kuan, V; Lim, JW; Qu, Y; Surya, B; Zhao, H |
| 28-Feb-2019 | A variation of the Azéma martingale and drawdown options | Dassios, A; Lim, JW |