Long head runs and long match patterns.
Book chapter
Novak, S. and Embrechts, P. 2002. Long head runs and long match patterns. in: Sandmann, K. and Schönbucher, P. (ed.) Advances in finance and stochastics: essays in honour of Dieter Sondermann. London Springer. pp. 57-69
Chapter title | Long head runs and long match patterns. |
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Authors | Novak, S. and Embrechts, P. |
Page range | 57-69 |
Book title | Advances in finance and stochastics: essays in honour of Dieter Sondermann. |
Editors | Sandmann, K. and Schönbucher, P. |
Publisher | Springer |
Place of publication | London |
ISBN | |
Hardcover | 354043464X |
Publication dates | |
2002 | |
Publication process dates | |
Deposited | 25 Mar 2009 |
Output status | Published |
Language | English |
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