ESTIMATION OF VALUE AT RISK AND RUIN PROBABILITY FOR DIFFUSION PROCESSES WITH JUMPS
Laurent Denis, Begoña Fernández, Ana MedaVolume:
19
Year:
2009
Language:
english
Pages:
22
DOI:
10.1111/j.1467-9965.2009.00367.x
File:
PDF, 182 KB
english, 2009