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Brownian excursions and Parisian barrier options: a note
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- Journal of Applied Probability / Volume 40 / Issue 4 / September 2003
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- 14 July 2016, pp. 855-864
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- September 2003
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Brownian Excursions and Parisian Barrier Options
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- Advances in Applied Probability / Volume 29 / Issue 1 / March 1997
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- 01 July 2016, pp. 165-184
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- March 1997
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Limit distributions for the Bernoulli meander
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- Journal of Applied Probability / Volume 32 / Issue 2 / June 1995
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- 14 July 2016, pp. 375-395
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- June 1995
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Conditioned Limit Theorems for the Difference of Waiting Time and Queue Length
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- Advances in Applied Probability / Volume 26 / Issue 1 / March 1994
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- 01 July 2016, pp. 242-257
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- March 1994
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Conditioned limit theorems for waiting-time processes of the M/G/1 queue
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- Journal of Applied Probability / Volume 20 / Issue 3 / September 1983
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- 14 July 2016, pp. 675-688
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- September 1983
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