BibTeX record conf/wce/LoCH07

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@inproceedings{DBLP:conf/wce/LoCH07,
  author       = {Chi{-}Fai Lo and
                  T. K. Chung and
                  Cho{-}Hoi Hui},
  editor       = {Sio Iong Ao and
                  Leonid Gelman and
                  David W. L. Hukins and
                  Andrew Hunter and
                  Alexander M. Korsunsky},
  title        = {Double Barrier Hitting Time Distribution of a Mean-reverting Lognormal
                  Process and Its Application to Pricing Exotic Options},
  booktitle    = {Proceedings of the World Congress on Engineering, {WCE} 2007, London,
                  UK, 2-4 July, 2007},
  series       = {Lecture Notes in Engineering and Computer Science},
  pages        = {1000--1005},
  publisher    = {Newswood Limited},
  year         = {2007},
  timestamp    = {Sat, 04 Sep 2021 14:26:13 +0200},
  biburl       = {https://dblp.org/rec/conf/wce/LoCH07.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}