Please log in to take part in the discussion (add own reviews or comments).
Cite this publication
More citation styles
- please select -
%0 Journal Article
%1 journals/fs/DassiosZ16
%A Dassios, Angelos
%A Zhang, You You
%D 2016
%J Finance and Stochastics
%K dblp
%N 3
%P 773-804
%T The joint distribution of Parisian and hitting times of Brownian motion with application to Parisian option pricing.
%U http://dblp.uni-trier.de/db/journals/fs/fs20.html#DassiosZ16
%V 20
@article{journals/fs/DassiosZ16,
added-at = {2019-10-19T00:00:00.000+0200},
author = {Dassios, Angelos and Zhang, You You},
biburl = {https://www.bibsonomy.org/bibtex/28e9a84391764c7ea6545e5cadfb8c259/dblp},
ee = {https://doi.org/10.1007/s00780-016-0302-6},
interhash = {5a179706b4c5eb835caa5f2a60e6b77e},
intrahash = {8e9a84391764c7ea6545e5cadfb8c259},
journal = {Finance and Stochastics},
keywords = {dblp},
number = 3,
pages = {773-804},
timestamp = {2019-10-22T13:14:15.000+0200},
title = {The joint distribution of Parisian and hitting times of Brownian motion with application to Parisian option pricing.},
url = {http://dblp.uni-trier.de/db/journals/fs/fs20.html#DassiosZ16},
volume = 20,
year = 2016
}