Asymptotic Analysis of Ruin in the Constant Elasticity of Variance Model (Q5198644)
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scientific article; zbMATH DE number 5937227
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Analysis of Ruin in the Constant Elasticity of Variance Model |
scientific article; zbMATH DE number 5937227 |
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Asymptotic Analysis of Ruin in the Constant Elasticity of Variance Model (English)
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9 August 2011
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large deviations
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CEV model
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most likely path to ruin
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diffusion process
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