TY - JOUR AU - V. Yu. Korolev TI - Asymptotic properties of extrema of compound Cox processes and their applications to some problems of financial mathematics JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2000 SP - 182 EP - 194 VL - 45 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2000_45_1_a11/ LA - ru ID - TVP_2000_45_1_a11 ER -