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AN ANALYTICAL SOLUTION FOR PARISIAN UP-AND-IN CALLS
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- Journal:
- The ANZIAM Journal / Volume 57 / Issue 3 / January 2016
- Published online by Cambridge University Press:
- 27 January 2016, pp. 269-279
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Excursions height- and length-related stopping times, and application to finance
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- Journal:
- Advances in Applied Probability / Volume 34 / Issue 4 / December 2002
- Published online by Cambridge University Press:
- 01 July 2016, pp. 846-868
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- December 2002
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