Recursive formula for the double-barrier Parisian stopping time

Jia Wei Lim, Angelos Dassios

Research output: Contribution to journal › Article (Academic Journal) › peer-review

1 Citation (Scopus)

Original language	English
Pages (from-to)	282-301
Number of pages	20
Journal	Journal of Applied Probability
Volume	55
Issue number	1
DOIs	https://doi.org/10.1017/jpr.2018.17
Publication status	Published - 28 Mar 2018

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@article{b0b06aea973f403c9b2555a512de9986,

title = "Recursive formula for the double-barrier Parisian stopping time",

author = "Lim, {Jia Wei} and Angelos Dassios",

year = "2018",

month = mar,

day = "28",

doi = "10.1017/jpr.2018.17",

language = "English",

volume = "55",

pages = "282--301",

journal = "Journal of Applied Probability",

issn = "0021-9002",

publisher = "University of Sheffield",

number = "1",

}