"Perturbed Brownian motion and its application to Parisian option pricing."

Angelos Dassios, Shanle Wu (2010)

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DOI: 10.1007/S00780-009-0113-0

access: closed

type: Journal Article

metadata version: 2020-07-22

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Angelos Dassios, Shanle Wu:
Perturbed Brownian motion and its application to Parisian option pricing. Finance Stochastics 14(3): 473-494 (2010)

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