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Weak Stationarity of Ornstein-Uhlenbeck Processes with Stochastic Speed of Mean Reversion
The Fascination of Probability, Statistics and their Applications
◽
10.1007/978-3-319-25826-3_8
◽
2015
◽
pp. 153-189
◽
Cited By ~ 2
Author(s):
Fred Espen Benth
◽
Asma Khedher
Keyword(s):
Mean Reversion
◽
Weak Stationarity
Download Full-text
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A Spot Price's Model for Electricity in the Colombian Market Using Markov Chains and Mean Reversion - An Approach for Including the ENSO Effects on Prices
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Joint Effect of Random Years of Longevity and Mean Reversion in Equity Returns on the Safe Withdrawal Rate in Retirement
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Measuring Resilience as Asymmetric Mean Reversion
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Mean Reversion Vs. Mean Aversion: A Non-Synchronous Trading Approach
SSRN Electronic Journal
◽
10.2139/ssrn.963034
◽
2007
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Author(s):
Antti Kanto
◽
Vance L. Martin
◽
Saikat Sarkar
Keyword(s):
Mean Reversion
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