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MODELLING OF STOCK PRICES BY THE MARKOV CHAIN MONTE CARLO METHOD.

Authors :
Landauskas, Mantas
Valakevičius, Eimutis
Source :
Intellectual Economics; Jun2011, Vol. 5 Issue 2, p244-256, 13p
Publication Year :
2011

Abstract

<i>Copyright of Intellectual Economics is the property of Intellectual Economics / Mykolas Romeris University and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract.</i> (Copyright applies to all Abstracts.)

Details

Language :
English
ISSN :
18228038
Volume :
5
Issue :
2
Database :
Supplemental Index
Journal :
Intellectual Economics
Publication Type :
Academic Journal
Accession number :
62794797