Items where Author is "Wu, Shanle"

Dassios, Angelos ORCID: 0000-0002-3968-2366 and Wu, Shanle (2011) Brownian excursions in a corridor and related Parisian options. . 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. . 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. . 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. . 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. . Department of Statistics, London School of Economics and Political Science, London, UK. (Submitted)