A semi-Markov approach to the stock valuation problem
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Publication:470678
DOI10.1007/s10436-012-0206-1zbMath1298.91161MaRDI QIDQ470678
Publication date: 12 November 2014
Published in: Annals of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10436-012-0206-1
60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)
91G20: Derivative securities (option pricing, hedging, etc.)
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