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- W2053371807 abstract "For a compound Poisson process with negative drift and jump distribution consisting of a mixture of exponentials on [0) and on (-, 0), an exact expression is derived for the probability of hitting the level c, c > 0. the problem is motivated by modeling the returns from trading on financial markets." @default.
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- W2053371807 date "1993-01-01" @default.
- W2053371807 modified "2023-10-18" @default.
- W2053371807 title "Exact Ruin Probabilities and the Evaluation of Program Trading On Financial Markets" @default.
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- W2053371807 doi "https://doi.org/10.1111/j.1467-9965.1993.tb00038.x" @default.
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