LSE creators

Number of items: 2.
2016
  • Dassios, Angelos, Zhang, You You (2016). The joint distribution of Parisian and hitting times of the Brownian motion with application to Parisian option pricing. Finance and Stochastics, 20, 773-804. https://doi.org/10.1007/s00780-016-0302-6
    • 2014
  • Zhang, You You (2014). Brownian excursions in mathematical finance [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf