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Teoriya Veroyatnostei i ee Primeneniya, 2010, Volume 55, Issue 2, Pages 350–357
DOI: https://doi.org/10.4213/tvp4205 (Mi tvp4205) 		 
This article is cited in 3 scientific papers (total in 4 papers)

Short Communications

Asymptotic analysis of ruin in CEV model

F. K. Klebanera, R. Sh. Liptserb

a Tel Aviv University, Department of Electrical Engineering-Systems
b Tel Aviv University
Full-text PDF (185 kB) Citations (4)
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DOI: https://doi.org/10.4213/tvp4205
Received: 15.04.2010
English version:
Theory of Probability and its Applications, 2011, Volume 55, Issue 2, Pages 291–297
DOI: https://doi.org/10.1137/S0040585X97984814
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: F. K. Klebaner, R. Sh. Liptser, “Asymptotic analysis of ruin in CEV model”, Teor. Veroyatnost. i Primenen., 55:2 (2010), 350–357; Theory Probab. Appl., 55:2 (2011), 291–297
Citation in format AMSBIB
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  • https://doi.org/10.4213/tvp4205
  • https://www.mathnet.ru/eng/tvp/v55/i2/p350
    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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