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Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Dassios, A | - |
dc.contributor.author | Lim, JW | - |
dc.date.accessioned | 2019-07-29T08:46:44Z | - |
dc.date.available | 2017-04 | - |
dc.date.available | 2019-07-29T08:46:44Z | - |
dc.date.issued | 2015-06-16 | - |
dc.identifier.citation | Mathematical Finance, 2017, 27 (2), pp. 604 - 620 | en_US |
dc.identifier.issn | 0960-1627 | - |
dc.identifier.uri | https://bura.brunel.ac.uk/handle/2438/18871 | - |
dc.format.extent | 604 - 620 | - |
dc.language | en | - |
dc.language.iso | en | en_US |
dc.publisher | Wiley | en_US |
dc.subject | Brownian excursion, | en_US |
dc.subject | double-sided Parisian options, | en_US |
dc.subject | tail asymptotics | en_US |
dc.title | An analytical solution for the two-sided Parisian stopping time, its asymptotics, and the pricing of Parisian options | en_US |
dc.type | Article | en_US |
dc.identifier.doi | https://doi.org/10.1111/mafi.12091 | - |
dc.relation.isPartOf | Mathematical Finance | - |
pubs.issue | 2 | - |
pubs.publication-status | Published | - |
pubs.volume | 27 | - |
Appears in Collections: | Dept of Mathematics Research Papers |
Files in This Item:
File | Description | Size | Format | |
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FullText.pdf | 315.62 kB | Adobe PDF | View/Open |
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