Long head runs and long match patterns.

Novak, Serguei and Embrechts, Paul (2002) Long head runs and long match patterns. In: Advances in finance and stochastics: essays in honour of Dieter Sondermann. Sandmann, Klaus and Schönbucher, Philip, eds. Springer, London, pp. 57-69. ISBN 354043464X

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Item Type:Book Section
Research Areas:School of Science and Technology > Design Engineering and Mathematics
ID Code:1710
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Deposited On:25 Mar 2009 12:15
Last Modified:13 May 2014 15:47

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