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"The joint distribution of Parisian and hitting times of Brownian motion ..."

Angelos Dassios, You You Zhang (2016)

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DOI: 10.1007/S00780-016-0302-6

access: closed

type: Journal Article

metadata version: 2020-07-22

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Angelos Dassios, You You Zhang:
The joint distribution of Parisian and hitting times of Brownian motion with application to Parisian option pricing. Finance Stochastics 20(3): 773-804 (2016)

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