Small-time ruin for a financial process modulated by a Harris recurrent Markov chain
| Year of publication: |
2007
|
|---|---|
| Authors: | Collamore, Jeffrey F. ; Höing, Andrea |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 11.2007, 3, p. 299-322
|