You You Zhang

Publication Activity (10 Years)

Years Active: 2016-2016
Publications (10 Years): 1

Top Topics

Brownian Motion

Joint Distribution

Top Venues

Finance Stochastics

Publications

Angelos Dassios, You You Zhang
The joint distribution of Parisian and hitting times of Brownian motion with application to Parisian option pricing. Finance Stochastics 20 (3) (2016)