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