A general approach for Parisian stopping times under Markov processes
Crossref DOI link: https://doi.org/10.1007/s00780-023-00505-1
Published Online: 2023-06-05
Published Print: 2023-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Zhang, Gongqiu
Li, Lingfei
Text and Data Mining valid from 2023-06-05
Version of Record valid from 2023-06-05
Article History
Received: 14 September 2021
Accepted: 16 February 2023
First Online: 5 June 2023
Declarations
:
: The authors declare no competing interests.