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Showing 1 to 2 of 2 for “"crossing times"”.
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Level Crossing Times in Mathematical Finance
<p>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 …
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Zero Crossing Based Spectral Analysis
… zeros to real zeros, otherwise known as zero crossings, is considered. The work of key researchers in the field is reviewed giving a brief historical background.<br/><br/>A practicable means of reconstructing a signal from zero crossings times is devised using the Texas Instruments TMS320C30 …