A note on possible improvements of the price model used in 'Beta'

Gjerde, Jon

August 01, 1999

SAND

• Areas: Finance and Markov models
• Keywords: Markov price models
• Name and number of project: 693015
• Title: A note on possible improvements of the price model used in 'Beta'
• Author(s): Gjerde, Jon
• Report number: SAND/12/99
• Published date: August 01, 1999