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Dassios, Angelos ORCID: 0000-0002-3968-2366 and Wu, Shanle
(2011)
Brownian excursions in a corridor and related Parisian options.
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Department of Statistics, London School of Economics and Political Science, London, UK.
(Submitted)
Dassios, Angelos ORCID: 0000-0002-3968-2366 and Wu, Shanle
(2011)
Brownian excursions outside a corridor and two-sided Parisian options.
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Department of Statistics, London School of Economics and Political Science, London, UK.
(Submitted)
Dassios, Angelos ORCID: 0000-0002-3968-2366 and Wu, Shanle
(2011)
Barrier strategies with Parisian delay.
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Department of Statistics, London School of Economics and Political Science, London, UK.
(Submitted)
Dassios, Angelos ORCID: 0000-0002-3968-2366 and Wu, Shanle
(2011)
Double-barrier Parisian options.
Journal of Applied Probability, 48 (1).
pp. 1-20.
ISSN 0021-9002
Dassios, Angelos ORCID: 0000-0002-3968-2366 and Wu, Shanle
(2010)
Perturbed Brownian motion and its application to Parisian option pricing.
Finance and Stochastics, 14 (3).
pp. 473-494.
ISSN 0949-2984
Dassios, Angelos ORCID: 0000-0002-3968-2366 and Wu, Shanle
(2009)
On barrier strategy dividends with Parisian implementation delay for classical surplus processes.
Insurance: Mathematics and Economics, 45 (2).
pp. 195-202.
ISSN 0167-6687
Dassios, Angelos ORCID: 0000-0002-3968-2366 and Wu, Shanle
(2008)
Ruin probabilities of the Parisian type for small claims.
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Department of Statistics, London School of Economics and Political Science, London, UK.
(Submitted)
Dassios, Angelos ORCID: 0000-0002-3968-2366 and Wu, Shanle
(2008)
Parisian ruin with exponential claims.
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Department of Statistics, London School of Economics and Political Science, London, UK.
(Submitted)