Modelling share prices as a random walk on a Markov chain
In the financial area, a simple but also realistic means of modelling real data is very important. Several approaches are considered to model and analyse the data presented herein. We start by considering a random walk on an additive functional of a discrete time Markov chain perturbed by Gaussian n...
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University of Leicester
2017
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.721902 |