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Exit Times, Overshoot and Undershoot for a Surplus Process in the Presence of an Upper Barrier.

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Title: Exit Times, Overshoot and Undershoot for a Surplus Process in the Presence of an Upper Barrier.
Authors: Boutsikas, Michael1 mbouts@unipi.gr, Politis, Konstadinos1
Source: Methodology & Computing in Applied Probability. Mar2017, Vol. 19 Issue 1, p75-95. 21p.
Database: Mathematics Source
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        Value: 10.1007/s11009-015-9459-2
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