Browsing by Author Lim, JW
Showing results 5 to 7 of 7
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Issue Date | Title | Author(s) |
---|---|---|
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 |