Original language | English |
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Pages (from-to) | 282-301 |
Number of pages | 20 |
Journal | Journal of Applied Probability |
Volume | 55 |
Issue number | 1 |
DOIs | |
Publication status | Published - 28 Mar 2018 |
Recursive formula for the double-barrier Parisian stopping time
Jia Wei Lim, Angelos Dassios
Research output: Contribution to journal › Article (Academic Journal) › peer-review
5
Citations
(Scopus)