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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, 2000-2016

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