Essays on Gaussian Probability Laws with Stochastic Means and Variances : With Applications to Financial Economics

This work consists of four articles concerning Gaussian probability laws with stochastic means and variances. The first paper introduces a new way of approximating the probability distribution of a function of random variables. This is done with a Gaussian probability law with stochastic mean and va...

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Bibliographic Details
Main Author: Eriksson, Anders
Format: Doctoral Thesis
Language:English
Published: Uppsala universitet, Institutionen för informationsvetenskap 2005
Subjects:
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-5777
http://nbn-resolving.de/urn:isbn:91-554-6236-7