The joint distribution of Parisian and hitting times of Brownian motion with application to Parisian option pricing
Crossref DOI link: https://doi.org/10.1007/s00780-016-0302-6
Published Online: 2016-06-02
Published Print: 2016-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Dassios, Angelos
Zhang, You You
License valid from 2016-06-02