"Recursive formula for the double-barrier Parisian stopping time."

Angelos Dassios, Jia Wei Lim (2018)

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DOI: 10.1017/JPR.2018.17

access: closed

type: Journal Article

metadata version: 2020-04-16

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Angelos Dassios, Jia Wei Lim:
Recursive formula for the double-barrier Parisian stopping time. J. Appl. Probab. 55(1): 282-301 (2018)

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