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Title |
Distributional Approximation of Asset Returns with Nonparametric Markovian Trees |
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Author |
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| Citation |
Vol. 6 No. 11 pp. 69-74 |
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Keywords |
Computational complexity, Markov chain, return distribution, financial applications. |
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Title |
Markov Chain applications to non parametric option pricing theory |
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| Citation |
Vol. 8 No. 6 pp. 199-208 |
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Keywords |
Markov Chain, Risk Neutral Valuation, state dependent valuation, state independent price. |
