F. K. Klebaner, R. Sh. Liptser, “Asymptotic analysis of ruin in CEV model”, Teor. Veroyatnost. i Primenen., 2010, Volume 55, Issue 2,Pages <nobr>350

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Teor. Veroyatnost. i Primenen., 2010 Volume 55, Issue 2, Pages 350–357 (Mi tvp4205)

This article is cited in 3 papers

Short Communications

Asymptotic analysis of ruin in CEV model

F. K. Klebaner^a, R. Sh. Liptser^b

^a Tel Aviv University, Department of Electrical Engineering-Systems
^b Tel Aviv University

Received: 15.04.2010

DOI: 10.4213/tvp4205

English version: Theory of Probability and its Applications, 2011, 55:2, 291–297

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