Gianluca Fusai, Guido Germano, Daniele Marazzina. Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options. European Journal of Operational Research, 251(1):124-134, 2016. [doi]
@article{FusaiGM16,
title = {Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options},
author = {Gianluca Fusai and Guido Germano and Daniele Marazzina},
year = {2016},
doi = {10.1016/j.ejor.2015.11.027},
url = {http://dx.doi.org/10.1016/j.ejor.2015.11.027},
researchr = {https://researchr.org/publication/FusaiGM16},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {251},
number = {1},
pages = {124-134},
}