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 titleLong head runs and long match patterns.
AuthorsNovak, S. and Embrechts, P.
Page range57-69
Book titleAdvances in finance and stochastics: essays in honour of Dieter Sondermann.
EditorsSandmann, K. and Schönbucher, P.
PublisherSpringer
Place of publicationLondon
ISBN
Hardcover354043464X
Publication dates
Print2002
Publication process dates
Deposited25 Mar 2009
Output statusPublished
LanguageEnglish
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