Small-time ruin for a financial process modulated by a Harris recurrent Markov chain.
Research output: Contribution to journal › Journal article › Research › peer-review
Documents
- STR-fs1.pdf
Final published version, 543 KB, PDF document
Original language | English |
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Journal | Finance and Stochastics |
Volume | 11 |
Issue number | 3 |
Pages (from-to) | 299-322 |
Number of pages | 24 |
ISSN | 0949-2984 |
Publication status | Published - 2007 |
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