Work

A Convergence Result in the Estimation of Markov Chains with Application to Compound Options

Year: 2008

Type: article

Source: Journal of Statistical Theory and Practice

DOI: 10.1080/15598608.2008.10411903

Author: Guglielmo D'amico

Institution: University of Chieti-Pescara

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2121877645

FWCI:

Cites: 10

Cited by: 4

Related to: 10