Phelan, CE;    Marazzina, D;    Fusai, G;    Germano, G;      (2018)    Fluctuation identities with continuous monitoring and their application to the pricing of barrier options.                   European Journal of Operational Research , 271  (1)   pp. 210-223.    10.1016/j.ejor.2018.04.016 <https://doi.org/10.1016/j.ejor.2018.04.016>.       Green open access