On barrier strategy dividends with Parisian implementation delay for classical surplus processes
Year of publication: |
2009
|
---|---|
Authors: | Dassios, Angelos ; Wu, Shanle |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 45.2009, 2, p. 195-203
|
Saved in:
Saved in favorites
Similar items by person
-
Perturbed Brownian motion and its application to Parisian option pricing
Dassios, Angelos, (2010)
-
On barrier strategy dividends with Parisian implementation delay for classical surplus processes
Dassios, Angelos, (2009)
-
Brownian excursions outside a corridor and two-sided Parisian options
Dassios, Angelos, (2011)
- More ...