The joint distribution of Parisian and hitting times of Brownian motion with application to Parisian option pricing.
A. Dassios, and Y. Zhang. Finance and Stochastics, 20 (3):
773-804(2016)
Please choose a person to relate this publication to
To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.
You can add a new person with the name "Zhang, You You", or you can connect "Zhang, You You" with a person entry that is so far only been referred to by another name (such as a former name or an alias name).
Your choice of the person associated to the publication can be saved in our system, so that no other have to make this choice again. Do you want to save your choice?
Disambiguation
The disambiguation is part of the BibSonomy genealogy project and is used to link unassigned publications to an existing person. You see the referenced publication of the author "Zhang, You You", a list of already existing persons with the same author-name, and if available, other publications associated to them. Now you have the option to assign this publication to a person or create a new one.