Электронная библиотека (репозиторий) Томского государственного университета
Kabanov, Yuri | Pergamenshchikov, Serguei M.

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Source: Finance and stochastics. 2022. Vol. 26, № 4. P. 877-897
Type: статьи в журналах
Date: 2022
Source: Finance and stochastics. 2016. Vol. 20, № 2. P. 355-379
Type: статьи в журналах
Date: 2016
Description: We investigate models with negative risk sums when the company invests its reserve into a risky asset whose price follows a geometric Brownian motion. Our main result is an exact asymptotic of the rui ... More
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