Exact Ruin Probabilities and the Evaluation of Program Trading On Financial Markets (Q4372000)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Exact Ruin Probabilities and the Evaluation of Program Trading On Financial Markets |
scientific article; zbMATH DE number 1106687
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
1993
0 references
exact ruin probabilities
0 references
compound Poisson process
0 references
negative drift
0 references
jump distribution
0 references
financial markets
0 references
0.7347825765609741
0 references
0.7299556732177734
0 references
0.7284866571426392
0 references
0.72691410779953
0 references
0.7248128056526184
0 references
