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 .
","abstract_html":"<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 the growth of a portfolio of stocks. Several models are employed .</p>","abstract_has_math":false,"creators":["Osei, Ofosuhene"],"institution":null,"degree_name":"MS (Master of Science)","degree_level":"Thesis - unrestricted","degree_discipline":"Mathematical Sciences","degree_department":null,"school":null,"contributors":[],"advisors":[],"committee_chairs":[],"committee_members":[],"year":2013,"date_issued":"2013-05-01T07:00:00Z","date_published":"2013-05-01T07:00:00Z","updated_at":"2026-07-24T02:19:59Z","subjects":["level crossing","math finance","crossing times","wald's applications","wald's lemma","crossing times models","Mathematics","Other Physical Sciences and Mathematics","Other Statistics and Probability","Portfolio and Security Analysis"],"languages":[],"rights":["Copyright by the authors."],"rights_urls":[],"identifier_entries":[]},"links":{"outbound_url":"https://dc.etsu.edu/etd/1126","outbound_label":"Repository record","outbound_source":"dc:identifier"},"metadata_groups":[{"id":"people","label":"People","entries":[{"key":"dc:creator","label":"Author","values":["Osei, Ofosuhene"]}]},{"id":"academic_context","label":"Academic Context","entries":[{"key":"dc:date.available","label":"Dc Date Available","values":["2013-04-08T07:00:00Z"]},{"key":"dc:date.issued","label":"Date","values":["2013-05-01T07:00:00Z"]},{"key":"thesis:degree_discipline","label":"Discipline","values":["Mathematical Sciences"]},{"key":"thesis:degree_level","label":"Degree Level","values":["Thesis - unrestricted"]},{"key":"thesis:degree_name","label":"Degree Name","values":["MS (Master of Science)"]}]},{"id":"subjects_keywords","label":"Subjects and Keywords","entries":[{"key":"dc:subject","label":"Dc Subject","values":["level crossing","math finance","crossing times","wald's applications","wald's lemma","crossing times models","Mathematics","Other Physical Sciences and Mathematics","Other Statistics and Probability","Portfolio and Security Analysis"]}]},{"id":"language_rights","label":"Language and Rights","entries":[{"key":"dc:rights","label":"Dc Rights","values":["Copyright by the authors."]}]},{"id":"identifiers","label":"Identifiers","entries":[{"key":"dc:identifier","label":"Identifier","values":["https://dc.etsu.edu/context/etd/article/2334/viewcontent/OseiO041913f.pdf","https://dc.etsu.edu/etd/1126"]}]},{"id":"additional","label":"Additional Metadata","entries":[{"key":"dc:description.abstract","label":"Abstract","values":["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 .
"]},{"key":"dc:title","label":"Title","values":["Level Crossing Times in Mathematical Finance"]}]}],"canonical_facts":{"dc:creator":["Osei, Ofosuhene"],"dc:date.available":["2013-04-08T07:00:00Z"],"dc:date.issued":["2013-05-01T07:00:00Z"],"dc:description.abstract":["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 .
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