✦ LIBER ✦

Asymptotic Analysis of Ruin in the Constant Elasticity of Variance Model

✍ Scribed by Klebaner, F.; Liptser, R.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Bayesian analysis of constant elasticity

✍ Jennifer S. K. Chan; S. T. Boris Choy; Anna B. W. Lee 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 212 KB 👁 2 views

A Note on Option Pricing for the Constan

✍ Freddy Delbaen; Hiroshi Shirakawa 📂 Article 📅 2002 🏛 Springer 🌐 English ⚖ 122 KB

Constant elasticity of variance model an

✍ Jian-wu Xiao; Shao-hua Yin; Cheng-lin Qin 📂 Article 📅 2006 🏛 Springer 🌐 English ⚖ 152 KB

Constant elasticity of variance (CEV) op

✍ Y.L. Hsu; T.I. Lin; C.F. Lee 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 165 KB

Optimal investment strategies for the HA

✍ Eun Ju Jung; Jai Heui Kim 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 240 KB

Portfolio selection problem with multipl

✍ Hui Zhao; Ximin Rong 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 833 KB