Output details
10 - Mathematical Sciences
London School of Economics and Political Science
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Output 0 of 0 in the submission
Article title
Perturbed Brownian motion and its application to Parisian option pricing
Type
D - Journal article
Title of journal
Finance and stochastics
Article number
-
Volume number
14
Issue number
3
First page of article
473
ISSN of journal
0949-2984
Year of publication
2010
Number of additional authors
1
Additional information
-
Interdisciplinary
-
Cross-referral requested
-
Research group
None
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-