Sign tests for dependent observations and bounds for path-dependent options
by Rustam Ibragimov and Donald J. Brown
| Year of publication: |
2005
|
|---|---|
| Authors: | Ibragimov, Rustam ; Brown, Donald J. |
| Publisher: |
New Haven, Conn. |
| Subject: | Statistischer Test | Statistical test | Optionspreistheorie | Option pricing theory | Martingal | Martingale |
| Extent: | 30, [1] S graph. Darst |
|---|---|
| Series: | Cowles Foundation discussion paper. - New Haven, Conn. : [Verlag nicht ermittelbar], ZDB-ID 252036-9. - Vol. 1518 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://cowles.econ.yale.edu/P/cd/d15a/d1518.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002936957