Level crossing times and their applications in finance are of importance, given certain threshold levels that represent the "desirable" or "sell" values of a stock. In this thesis, we make use of Wald's lemmas and various deep results from renewal theory, in the context of finance, in modelling the growth of a portfolio of stocks. Several models are employed .
| Identifer | oai:union.ndltd.org:ETSU/oai:dc.etsu.edu:etd-2334 |
| Date | 01 May 2013 |
| Creators | Osei, Ofosuhene |
| Publisher | Digital Commons @ East Tennessee State University |
| Source Sets | East Tennessee State University |
| Detected Language | English |
| Type | text |
| Format | application/pdf |
| Source | Electronic Theses and Dissertations |
| Rights | Copyright by the authors. |
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