Exact Ruin Probabilities and the Evaluation of Program Trading On Financial Markets (Q4372000)
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scientific article; zbMATH DE number 1106687
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact Ruin Probabilities and the Evaluation of Program Trading On Financial Markets |
scientific article; zbMATH DE number 1106687 |
Statements
Exact Ruin Probabilities and the Evaluation of Program Trading On Financial Markets (English)
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1993
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exact ruin probabilities
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compound Poisson process
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negative drift
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jump distribution
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financial markets
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