Weak Stationarity of Ornstein-Uhlenbeck Processes with Stochastic Speed of Mean Reversion

Author(s):  
Fred Espen Benth ◽  
Asma Khedher
CFA Digest ◽  
2000 ◽  
Vol 30 (3) ◽  
pp. 56-57
Author(s):  
William H. Sackley
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CFA Digest ◽  
2008 ◽  
Vol 38 (4) ◽  
pp. 37-38
Author(s):  
Michael Kobal

2019 ◽  
Vol 32 (2) ◽  
pp. 149-186
Author(s):  
Mhin Kang ◽  
◽  
Joon Chae

2019 ◽  
Author(s):  
Sonia Zaharia ◽  
William A. Masters ◽  
Gerald Shively ◽  
Patrick Webb
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2007 ◽  
Author(s):  
Antti Kanto ◽  
Vance L. Martin ◽  
Saikat Sarkar
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