Security prices as Markov processes

Authors
Ryan, Terence M.
Citation
. Ryan, Terence M., Security prices as Markov processes, Journal of financial and quantitative analysis , 8(1), 1973, pp. 17-36
Journal title
Journal of financial and quantitative analysis → ACNP
ISSN journal
00221090
Volume
8
Issue
1
Year of publication
1973
Pages
17 - 36
Database
ACNP
SICI code