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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

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Publication:5277925

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DOI10.1017/S0025557200002874zbMath1386.91125MaRDI QIDQ5277925

Mark B. Shackleton, Philip C. Gager

Publication date: 12 July 2017

Published in: The Mathematical Gazette (Search for Journal in Brave)

zbMATH Keywords

Markov chains transition matrix time value of money expected returns Markovian valuation stock or share

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Portfolio theory (91G10)

Cites Work

Option pricing: A simplified approach

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