Small-time ruin for a financial process modulated by a Harris recurrent Markov chain
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Bibliographic InfoArticle provided by Springer in its journal Finance and Stochastics.
Volume (Year): 11 (2007)
Issue (Month): 3 (July)
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Web page: http://www.springerlink.com/content/101164/
Find related papers by JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- 60G - - - - - -
- 60J - - - - - -
- 60F - - - - - -
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EERI Research Paper Series
EERI RP 1986/01, Economics and Econometrics Research Institute (EERI), Brussels.
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