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Equivalence and bifurcations of finite order stochastic processes

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Florian Wagener
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File URL: http://www2.warwick.ac.uk/fac/soc/wbs/research/wfri/rsrchcentres/ferc/wrkingpaprseries/fwp05-05.pdf
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Paper provided by Warwick Business School, Financial Econometrics Research Centre in its series Working Papers with number wp05-05.

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Date of creation: 2005
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Handle: RePEc:wbs:wpaper:wp05-05

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  1. Igor V. Evstigneev & Michal A. H. Dempster & Klaus R. Schenk-Hoppé, 2003. "Exponential growth of fixed-mix strategies in stationary asset markets," Finance and Stochastics, Springer, vol. 7(2), pages 263-276. [Downloadable!] (restricted)
  2. Saralees Nadarajah & Kosto Mitov & Samuel Kotz, 2003. "Local dependence functions for extreme value distributions," Journal of Applied Statistics, Taylor and Francis Journals, vol. 30(10), pages 1081-1100, December. [Downloadable!] (restricted)
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This page was last updated on 2009-12-1.

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