Items where Author is "Bellamy, N."

Article

Barrieu, Pauline and Bellamy, N. (2007) Optimal hitting time and perpetual option in a non-Lévy model: application to real options. Advances in Applied Probability, 39 (2). pp. 510-530. ISSN 0001-8678

Book Section

Barrieu, Pauline and Bellamy, N. (2005) Impact of a market crisis on real options. In: Kyprianou, Andreas E., Schoutens, Wim and Wilmott, Paul, (eds.) Exotic Option Pricing and Advanced Lévy Models. John Wiley & Sons, London, UK. ISBN 9780470016848