On the approximation of random variables by stochastic integrals with respect to semimartingales
Norbert Christopeit. [Sonderforschungsbereich 303, "Information und die Koordination Wirtschaftlicher Aktivitäten", Rheinische Friedrich-Wilhelms-Universität Bonn]
| Year of publication: |
1994
|
|---|---|
| Authors: | Christopeit, Norbert |
| Publisher: |
Bonn : Sonderforschungsbereich 303 |
| Subject: | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Zufallsvariable | Random variable | Martingal | Martingale |
| Extent: | 9 Bl 30 cm |
|---|---|
| Series: | Discussion paper / B. - Bonn : Univ. Sonderforschungsbereich 303, ZDB-ID 54757-8. - Vol. 277 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Forschungsbericht |
| Language: | English |
| Classification: | Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000891108