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First-Hitting Time of Polynomial Ornstein-Uhlenbeck Processes

dc.rights.licenseCC-BY-NC-ND
dc.contributor.advisorOosterlee, C.W.
dc.contributor.authorLangemheen, Henrik van de
dc.date.accessioned2025-08-12T12:01:15Z
dc.date.available2025-08-12T12:01:15Z
dc.date.issued2025
dc.identifier.urihttps://studenttheses.uu.nl/handle/20.500.12932/49679
dc.description.abstractAnalysing the properties of the first-hitting time distribution of a polynomial ornstein uhlenbeck process and utilizing that distribution in a trading strategy.
dc.description.sponsorshipUtrecht University
dc.language.isoEN
dc.subjectAnalysing the properties of the first-hitting time distribution of a polynomial ornstein uhlenbeck process and utilizing that distribution in a trading strategy.
dc.titleFirst-Hitting Time of Polynomial Ornstein-Uhlenbeck Processes
dc.type.contentBachelor Thesis
dc.rights.accessrightsOpen Access
dc.subject.courseuuMathematics
dc.thesis.id51403


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