Recursive formula for the double-barrier Parisian stopping time

Jia Wei Lim, Angelos Dassios

Research output: Contribution to journalArticle (Academic Journal)peer-review

1 Citation (Scopus)
Original languageEnglish
Pages (from-to)282-301
Number of pages20
JournalJournal of Applied Probability
Volume55
Issue number1
DOIs
Publication statusPublished - 28 Mar 2018

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