Dassios, A., Wei Lim, J. and Qu, Y. (2020) 'Exact Simulation of Truncated Levy Subordinator'. ACM Transactions on Modeling and Computer Simulation, 30 (3). pp. 1 - 17. ISSN: 1049-3301

Dassios, A., Lim, JW. and Qu, Y. (2020) 'Azéma martingales for Bessel and CIR processes and the pricing of Parisian zero-coupon bonds'. Mathematical Finance, 30 (4). pp. 1497 - 1526. ISSN: 0960-1627

Wei Lim, J., Dassios, A. and Qu, Y. (2019) 'Exact simulation of generalised Vervaat perpetuities'. Journal of Applied Probability, 56 (1). pp. 57 - 75. ISSN: 0021-9002

Dassios, A. and Lim, JW. (2019) 'A variation of the Azéma martingale and drawdown options'. Mathematical Finance, 29 (4). pp. 116 - 1130. ISSN: 0960-1627

Dassios, A. and Lim, JW. (2018) 'Recursive formula for the double-barrier Parisian stopping time'. Journal of Applied Probability, 55 (1). pp. 282 - 301. ISSN: 0021-9002

Dassios, A. and Lim, JW. (2017) 'An Efficient Algorithm for Simulating the Drawdown Stopping Time and the Running Maximum of a Brownian Motion'. Methodology and Computing in Applied Probability, 20 (1). pp. 189 - 204. ISSN: 1387-5841

Dassios, A. and Lim, JW. (2015) 'An analytical solution for the two-sided Parisian stopping time, its asymptotics, and the pricing of Parisian options'. Mathematical Finance, 27 (2). pp. 604 - 620. ISSN: 0960-1627

Dassios, A. and Lim, JW. (2013) 'Parisian Option Pricing: A Recursive Solution for the Density of the Parisian Stopping Time'. SIAM Journal on Financial Mathematics, 4 (1). pp. 599 - 615. ISSN: 1945-497X