Small-time ruin for a financial process modulated by a Harris recurrent Markov chain.

Research output: Contribution to journalJournal articleResearchpeer-review


  • STR-fs1.pdf

    Final published version, 543 KB, PDF document

Original languageEnglish
JournalFinance and Stochastics
Issue number3
Pages (from-to)299-322
Number of pages24
Publication statusPublished - 2007

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