Estimating Probability of Return on Loss and Its Effect on Future Abnormal Return in Iran
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چکیده
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Return probability on a lattice
To begin, we consider a basic example of a discrete first passage process. Consider an unbiased Bernoulli walk on the integers starting at the origin. We wish to determine the probability, R, that the walker eventually returns to 0, regardless of the number of steps it takes. Without loss of generality, say the walker’s first step is to 1. From here, the walker can either step left to 0 or can ...
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ژورنال
عنوان ژورنال: Asian Social Science
سال: 2015
ISSN: 1911-2025,1911-2017
DOI: 10.5539/ass.v11n16p320