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Showing 1 to 1 of 1 for “"wald's applications"”.
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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 …