SECURITY PRICES AS MARKOV PROCESSES

[1] ANDERSON TW, 1957, ANNALS MATHEMATICAL, V28

[2] Bachelier L., 1964, RANDOM CHARACTER STO

[3] BREASLEY RA, 1969, INTRO RISK RETURN FR

[4] COOTNER PH, 1962, STOCK PRICES RANDOM

[5] Cox D., 1965, THEORY STOCHASTIC PR, DOI 10.1201/9780203719152

[6] DRYDEN MM, 1970, SCOTTISH J POLITICAL

[7] DRYDEN MM, 1969, J FINANCE

[8] GRAHAM B, 1961, SECURITY ANALYSIS

[9] Kemeny J.G., 1983, FINITE MARKOV CHAINS

[10] KING BF, 1966, J BUSINESS

[1] ANDERSON TW, 1957, ANNALS MATHEMATICAL, V28

[2] Bachelier L., 1964, RANDOM CHARACTER STO

[3] BREASLEY RA, 1969, INTRO RISK RETURN FR

[4] COOTNER PH, 1962, STOCK PRICES RANDOM

[5] Cox D., 1965, THEORY STOCHASTIC PR, DOI 10.1201/9780203719152

[6] DRYDEN MM, 1970, SCOTTISH J POLITICAL

[7] DRYDEN MM, 1969, J FINANCE

[8] GRAHAM B, 1961, SECURITY ANALYSIS

[9] Kemeny J.G., 1983, FINITE MARKOV CHAINS

[10] KING BF, 1966, J BUSINESS