Please use this identifier to cite or link to this item:
http://arks.princeton.edu/ark:/88435/dsp01qf85nb47q| Title: | Operations Research and Financial Engineering Thesis: A Different Approach to Modeling Changes in Stock Prices |
| Authors: | Lin, Alice |
| Advisors: | Cinlar, Erhan |
| Department: | Operations Research and Financial Engineering |
| Class Year: | 2014 |
| Abstract: | This paper will explore and analyze a different approach to modeling the process of changes in stock prices. Typically, to model the randomness in stock prices over time, we use the stochastic process called Brownian Motion. What if, however, instead of the Brownian Motion concept, we use some other process to model this randomness over time? This paper will proceed to propose another process, explore its possibilities and constraints, and analyze whether it would be a more realistic model for modeling stock prices compared with Brownian Motion. |
| Extent: | 90 |
| URI: | http://arks.princeton.edu/ark:/88435/dsp01qf85nb47q |
| Type of Material: | Princeton University Senior Theses |
| Language: | en_US |
| Appears in Collections: | Operations Research and Financial Engineering, 2000-2020 |
Files in This Item:
| File | Size | Format | |
|---|---|---|---|
| Lin, Alice final thesis.pdf | 894.04 kB | Adobe PDF | Request a copy |
Items in Dataspace are protected by copyright, with all rights reserved, unless otherwise indicated.