Browsing Theses by Subject "Brownian Motion"
Now showing items 1-1 of 1
-
Optimal Trading Strategies for an Asset with Disordered Return
(University of Waterloo, 2015-09-18)We explore various trading strategies from a mathematical and practical perspective. Using a geometric Brownian motion with a disorder to model asset price bubbles, we apply this model to multiple periods and explore the ...