Wu, Shanle

Number of items: 9.
Article
  • Dassios, Angelos, Wu, Shanle (2011). Double-barrier Parisian options. Journal of Applied Probability, 48(1), 1-20. https://doi.org/10.1239/jap/1300198132
  • Dassios, Angelos, Wu, Shanle (2010). Perturbed Brownian motion and its application to Parisian option pricing. Finance and Stochastics, 14(3), 473-494. https://doi.org/10.1007/s00780-009-0113-0
  • Dassios, Angelos, Wu, Shanle (2009). On barrier strategy dividends with Parisian implementation delay for classical surplus processes. Insurance: Mathematics and Economics, 45(2), 195-202. https://doi.org/10.1016/j.insmatheco.2009.05.013
    • Thesis
  • Wu, Shanle (2008). Excursions of Levy processes and applications in mathematical finance and insurance [Doctoral thesis]. London School of Economics and Political Science.
    • Working paper
  • Dassios, Angelos, Wu, Shanle (2011). Brownian excursions in a corridor and related Parisian options. Department of Statistics, London School of Economics and Political Science.
  • Dassios, Angelos, Wu, Shanle (2011). Brownian excursions outside a corridor and two-sided Parisian options. Department of Statistics, London School of Economics and Political Science.
  • Dassios, Angelos, Wu, Shanle (2011). Barrier strategies with Parisian delay. Department of Statistics, London School of Economics and Political Science.
  • Dassios, Angelos, Wu, Shanle (2008). Ruin probabilities of the Parisian type for small claims. Department of Statistics, London School of Economics and Political Science.
  • Dassios, Angelos, Wu, Shanle (2008). Parisian ruin with exponential claims. Department of Statistics, London School of Economics and Political Science.