Small-time ruin for a financial process modulated by a Harris recurrent Markov chain.

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@article{edba3bc0960d11de8bc9000ea68e967b,

title = "Small-time ruin for a financial process modulated by a Harris recurrent Markov chain.",

author = "Collamore, {Jeffrey F.} and A. Hoeing",

year = "2007",

language = "English",

volume = "11",

pages = "299--322",

journal = "Finance and Stochastics",

issn = "0949-2984",

publisher = "Springer",

number = "3",

}