Small-time ruin for a financial process modulated by a Harris recurrent Markov chain.
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Standard
Small-time ruin for a financial process modulated by a Harris recurrent Markov chain. / Collamore, Jeffrey F.; Hoeing, A.
I: Finance and Stochastics, Bind 11, Nr. 3, 2007, s. 299-322.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Collamore, JF & Hoeing, A 2007, 'Small-time ruin for a financial process modulated by a Harris recurrent Markov chain.', Finance and Stochastics, bind 11, nr. 3, s. 299-322.
APA
Collamore, J. F., & Hoeing, A. (2007). Small-time ruin for a financial process modulated by a Harris recurrent Markov chain. Finance and Stochastics, 11(3), 299-322.
Vancouver
Collamore JF, Hoeing A. Small-time ruin for a financial process modulated by a Harris recurrent Markov chain. Finance and Stochastics. 2007;11(3):299-322.
Author
Bibtex
@article{edba3bc0960d11de8bc9000ea68e967b,
title = "Small-time ruin for a financial process modulated by a Harris recurrent Markov chain.",
author = "Collamore, {Jeffrey F.} and A. Hoeing",
year = "2007",
language = "English",
volume = "11",
pages = "299--322",
journal = "Finance and Stochastics",
issn = "0949-2984",
publisher = "Springer",
number = "3",
}
RIS
TY - JOUR
T1 - Small-time ruin for a financial process modulated by a Harris recurrent Markov chain.
AU - Collamore, Jeffrey F.
AU - Hoeing, A.
PY - 2007
Y1 - 2007
M3 - Journal article
VL - 11
SP - 299
EP - 322
JO - Finance and Stochastics
JF - Finance and Stochastics
SN - 0949-2984
IS - 3
ER -
ID: 14093112