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Brownian excursions and Parisian barrier options: a note

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References

2007Brownian Motion and Stochastic Calculus7,421 cited
1999Continuous Martingales and Brownian Motion6,200 cited
1987Brownian Motion and Stochastic Flow Systems.1,091 cited
1997Brownian Excursions and Parisian Barrier Options255 cited
1993Continuous martingales and brownian motion97 cited

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2008Entry and Exit Decision Problem with Implementation Delay21 cited
2013Parisian Option Pricing: A Recursive Solution for the Density of the Parisian Stopping Time19 cited
2009A Structural form Default Prediction Model for SMEs, Evidence from the Dutch Market14 cited

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