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Brownian Excursions and Parisian Barrier Options
- Part of
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- Journal:
- Advances in Applied Probability / Volume 29 / Issue 1 / March 1997
- Published online by Cambridge University Press:
- 01 July 2016, pp. 165-184
- Print publication:
- March 1997
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- Article
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Pricing European Currency Options: A Comparison of the Modified Black-Scholes Model and a Random Variance Model
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 24 / Issue 3 / September 1989
- Published online by Cambridge University Press:
- 06 April 2009, pp. 267-284
- Print publication:
- September 1989
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