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

Jeffrey F. Collamore, Andrea Höing (2007)

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DOI: 10.1007/S00780-007-0044-6

access: closed

type: Journal Article

metadata version: 2020-07-22

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Jeffrey F. Collamore, Andrea Höing:
Small-time ruin for a financial process modulated by a Harris recurrent Markov chain. Finance Stochastics 11(3): 299-322 (2007)

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