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Consolidation and decomposition of homogeneous Markov processes

✍ Scribed by A. M. Zakharin

Book ID
112480403
Publisher
Springer
Year
1979
Tongue
English
Weight
548 KB
Volume
30
Category
Article
ISSN
0041-5995

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πŸ“œ SIMILAR VOLUMES

Future pricing through homogeneous semi-
Future pricing through homogeneous semi-Markov processes
✍ Giuseppe Di Biase; Jacques Janssen; Raimondo Manca πŸ“‚ Article πŸ“… 2005 πŸ› John Wiley and Sons 🌐 English βš– 109 KB

This paper presents a future pricing model based on the discrete time homogeneous semi-Markov process (DTHSMP). The model is adapted to the real data of the Italian primary future stock index. After showing the pricing model, the DTHSMP solution is given. The solution of the semi-Markov process giv