Affiliation:
1. Department of Statistics; London School of Economics; London UK
2. School of Mathematics; University of Bristol; Bristol UK
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Reference30 articles.
1. Maximum drawdown insurance;Carr;International Journal of Theoretical and Applied Finance,2011
2. Filtered Azéma martingales;Cetin;Electronic Communications in Probability,2012
3. Modeling credit risk with partial information;Cetin;The Annals of Applied Probability,2004
4. Brownian excursions and Parisian barrier options;Chesney;Advances in Applied Probability,1997
Cited by
2 articles.
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