Long head runs and long match patterns.

Novak, Serguei ORCID logoORCID: https://orcid.org/0000-0001-7929-7641 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. [Book Section]

Item Type: Book Section
Research Areas: A. > School of Science and Technology > Design Engineering and Mathematics
Item ID: 1710
Useful Links:
Depositing User: Repository team
Date Deposited: 25 Mar 2009 12:15
Last Modified: 13 Oct 2016 14:13
URI: https://eprints.mdx.ac.uk/id/eprint/1710

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