Geodesic
Asymptotic analysis of ruin in CEV model
Teoriâ veroâtnostej i ee primeneniâ, Tome 55 (2010) no. 2, pp. 350-357

Voir la notice de l'article provenant de la source Math-Net.Ru

@article{TVP_2010_55_2_a7,
     author = {F. K. Klebaner and R. Sh. Liptser},
     title = {Asymptotic analysis of ruin in {CEV} model},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {350--357},
     publisher = {mathdoc},
     volume = {55},
     number = {2},
     year = {2010},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2010_55_2_a7/}
}
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F. K. Klebaner; R. Sh. Liptser. Asymptotic analysis of ruin in CEV model. Teoriâ veroâtnostej i ee primeneniâ, Tome 55 (2010) no. 2, pp. 350-357. http://geodesic.mathdoc.fr/item/TVP_2010_55_2_a7/