| Exact simulation of a truncated Lévy subordinator A Dassios, JW Lim, Y Qu ACM Transactions on Modeling and Computer Simulation (TOMACS) 30 (3), 1-17, 2020 | 21 | 2020 |
| Parisian option pricing: a recursive solution for the density of the Parisian stopping time A Dassios, JW Lim SIAM Journal on Financial Mathematics 4 (1), 599-615, 2013 | 21 | 2013 |
| Effect of sludge sewage quality on heating value: case study in Jakarta, Indonesia IW Koko, J Lim, B Surya, I Yenis, NK Sari, MM Sari, NL Zahra, FD Qonitan, ... Desalination and Water Treatment 28071, 1-8, 2022 | 20 | 2022 |
| An Analytical Solution for the Two‐Sided Parisian Stopping Time, its Asymptotics, and the Pricing of Parisian Options A Dassios, JW Lim Mathematical Finance 27 (2), 604-620, 2017 | 15 | 2017 |
| Exact simulation of generalised Vervaat perpetuities A Dassios, Y Qu, JW Lim Journal of Applied Probability 56 (1), 57-75, 2019 | 14 | 2019 |
| A two-phase dynamic contagion model for COVID-19 Z Chen, A Dassios, V Kuan, JW Lim, Y Qu, B Surya, H Zhao Results in Physics 26, 104264, 2021 | 13 | 2021 |
| An efficient algorithm for simulating the drawdown stopping time and the running maximum of a brownian motion A Dassios, JW Lim Methodology and Computing in Applied Probability 20, 189-204, 2018 | 10 | 2018 |
| Recursive formula for the double-barrier Parisian stopping time A Dassios, JW Lim Journal of Applied Probability 55 (1), 282-301, 2018 | 7 | 2018 |
| Azéma martingales for Bessel and CIR processes and the pricing of Parisian zero‐coupon bonds A Dassios, JW Lim, Y Qu Mathematical Finance 30 (4), 1497-1526, 2020 | 5 | 2020 |
| A variation of the Azéma martingale and drawdown options A Dassios, JW Lim Mathematical Finance 29 (4), 1116-1130, 2019 | 5 | 2019 |
| Parisian excursions of Brownian motion and their applications in mathematical finance JW Lim London School of Economics and Political Science, 2013 | 3 | 2013 |
Angelos DassiosLondon School of Economics and Political ScienceBestätigte E-Mail-Adresse bei lse.ac.uk
