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A snakes and ladders representation of stock prices and returns - MaRDI portal

A snakes and ladders representation of stock prices and returns (Q5277925)

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scientific article; zbMATH DE number 6744242
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English
A snakes and ladders representation of stock prices and returns
scientific article; zbMATH DE number 6744242

    Statements

    A snakes and ladders representation of stock prices and returns (English)
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    12 July 2017
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    stock or share
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    Markov chains
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    transition matrix
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    time value of money
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    expected returns
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    Markovian valuation
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