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BibTeX entry
@Article{Chuang:1996:JDB,
author = "Chin-Shan Chuang",
title = "Joint distribution of {Brownian} motion and its
maximum, with a generalization to correlated {BM} and
applications to barrier options",
journal = j-STAT-PROB-LETT,
volume = "28",
number = "1",
pages = "81--90",
day = "1",
month = jun,
year = "1996",
CODEN = "SPLTDC",
ISSN = "0167-7152 (print), 1879-2103 (electronic)",
ISSN-L = "0167-7152",
bibdate = "Sun Jun 1 11:15:15 MDT 2014",
bibsource = "http://www.math.utah.edu/pub/tex/bib/statproblett1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0167715295000925",
acknowledgement = ack-nhfb,
fjournal = "Statistics \& Probability Letters",
journal-URL = "http://www.sciencedirect.com/science/journal/01677152",
}
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