Items where Author is "Wu, Shanle"

Number of items: 8.
Article
  • Double-barrier Parisian options. Dassios, Angelos; Wu, Shanle
  • On barrier strategy dividends with Parisian implementation delay for classical surplus processes. Dassios, Angelos; Wu, Shanle
  • Perturbed Brownian motion and its application to Parisian option pricing. Dassios, Angelos; Wu, Shanle
    • Working paper
  • Barrier strategies with Parisian delay. Dassios, Angelos; Wu, Shanle
  • Brownian excursions in a corridor and related Parisian options. Dassios, Angelos; Wu, Shanle
  • Brownian excursions outside a corridor and two-sided Parisian options. Dassios, Angelos; Wu, Shanle
  • Parisian ruin with exponential claims. Dassios, Angelos; Wu, Shanle
  • Ruin probabilities of the Parisian type for small claims. Dassios, Angelos; Wu, Shanle