结果：找到“mean-reverting”相关内容13个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
量化金融与金融数学学习资料（全英文）4 个回复 - 2058 次查看 trading stratygy New folder Gatheral's Notes asset pricing 统计套利_12724677.pdf 【Wilmott】Paul Wilmott On Quantitative Finance.pdf ！static hedge arbitrary payo ...2022-4-30 12:05 - wz151400 - 现金交易版
求助On the simulation and estimation of the mean-reverting Ornstein-uhlenbeck pr
2 个回复 - 695 次查看 【作者(必填)】Smith W 【文题(必填)】On the simulation and estimation of the mean-reverting Ornstein-uhlenbeck process 【年份(必填)】2010 【全文链接或数据库名称(选填)】 Commodities Markets and ...2017-9-12 16:51 - 地下爆菊 - 求助成功区
2 个回复 - 695 次查看 【作者(必填)】Smith W 【文题(必填)】On the simulation and estimation of the mean-reverting Ornstein-uhlenbeck process 【年份(必填)】2010 【全文链接或数据库名称(选填)】 Commodities Markets and ...2017-9-12 16:51 - 地下爆菊 - 求助成功区
Double barrier option under regime-switching exponential mean-reverting process
2 个回复 - 723 次查看 【作者(必填)】P. Eloea, R. H. Liua* & J. Y. Suna 【文题(必填)】Double barrier option under regime-switching exponential mean-reverting process 【年份(必填)】2009 【全文链接或数据库名称(选填)】h ...2016-4-6 12:29 - hnu123 - 求助成功区
2 个回复 - 723 次查看 【作者(必填)】P. Eloea, R. H. Liua* & J. Y. Suna 【文题(必填)】Double barrier option under regime-switching exponential mean-reverting process 【年份(必填)】2009 【全文链接或数据库名称(选填)】h ...2016-4-6 12:29 - hnu123 - 求助成功区
Trend Following & Mean Reverting Indicators
2 个回复 - 1345 次查看 Use the following types of indicators: Oscillators [*]Mean-Reverting Indicators [*]Overbought/Oversold Indicators [*]Sentiment2016-12-8 06:03 - ytw1018 - 量化投资
2 个回复 - 1345 次查看 Use the following types of indicators: Oscillators [*]Mean-Reverting Indicators [*]Overbought/Oversold Indicators [*]Sentiment2016-12-8 06:03 - ytw1018 - 量化投资
Trading a mean-reverting asset: Buy low and sell high
1 个回复 - 888 次查看 【作者(必填)】Hanqin Zhanga, , Qing Zhangb, 【文题(必填)】Trading a mean-reverting asset: Buy low and sell high 【年份(必填)】2008 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/sc ...2016-8-5 08:16 - yangnay - 求助成功区
1 个回复 - 888 次查看 【作者(必填)】Hanqin Zhanga, , Qing Zhangb, 【文题(必填)】Trading a mean-reverting asset: Buy low and sell high 【年份(必填)】2008 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/sc ...2016-8-5 08:16 - yangnay - 求助成功区
[QUANT] GBM+GARCH+Jump Diffusion+VG+Mean Reverting+Vasicek+Expo-Vasicek+CIR
13 个回复 - 4008 次查看 本帖最后由 wanghaidong918 于 2013-1-13 02:09 编辑 发一个top paper 先看目录 Contents Introduction Basic Stochastic Processes: GBM GARCH Models Jump Diffusion Models Variance Gamma proces ...2012-12-25 18:06 - jesaisrien - 金融学（理论版）
13 个回复 - 4008 次查看 本帖最后由 wanghaidong918 于 2013-1-13 02:09 编辑 发一个top paper 先看目录 Contents Introduction Basic Stochastic Processes: GBM GARCH Models Jump Diffusion Models Variance Gamma proces ...2012-12-25 18:06 - jesaisrien - 金融学（理论版）
求助下载A Multivariate Regime-Switching Mean Reverting Process and Its Applicati
1 个回复 - 1065 次查看 【作者(必填)】 Yinghui Dongab*, Kam C. Yuenc & Chongfeng Wu 【文题(必填)】 A Multivariate Regime-Switching Mean Reverting Process and Its Application to the Valuation of Credit Risk 【年份(必填) ...2014-7-23 17:02 - hnu123 - 文献求助专区
1 个回复 - 1065 次查看 【作者(必填)】 Yinghui Dongab*, Kam C. Yuenc & Chongfeng Wu 【文题(必填)】 A Multivariate Regime-Switching Mean Reverting Process and Its Application to the Valuation of Credit Risk 【年份(必填) ...2014-7-23 17:02 - hnu123 - 文献求助专区
Pricing of Derivatives on Mean-Reverting Assets（springer link 下载的2010最新）
3 个回复 - 1689 次查看 Pricing of Derivatives on Mean-Reverting Assets Pricing of Derivatives on Mean-Reverting Assets2010-4-11 09:03 - feijian0000 - 金融工程（数量金融）与金融衍生品
3 个回复 - 1689 次查看 Pricing of Derivatives on Mean-Reverting Assets Pricing of Derivatives on Mean-Reverting Assets2010-4-11 09:03 - feijian0000 - 金融工程（数量金融）与金融衍生品
Pricing of Derivatives on Mean-Reverting Assets
0 个回复 - 2596 次查看 Björn Lutz, "Pricing of Derivatives on Mean-Reverting Assets" Springer | 2009 | ISBN: 3642029086 | 137 pages | PDF | 1 MB The topic of this book is the development of pricing formulae ...2010-1-7 17:12 - zhaohailei - 金融学（理论版）
0 个回复 - 2596 次查看 Björn Lutz, "Pricing of Derivatives on Mean-Reverting Assets" Springer | 2009 | ISBN: 3642029086 | 137 pages | PDF | 1 MB The topic of this book is the development of pricing formulae ...2010-1-7 17:12 - zhaohailei - 金融学（理论版）
Pricing of Derivatives on Mean-Reverting Assets
2 个回复 - 1375 次查看 坛子里还没有呢 The topic of this book is the development of pricing formulae for European style derivatives on assets with mean-reverting behavior, especially commodity derivatives. For this class o ...2010-1-2 15:22 - yyykkk - 金融学（理论版）
2 个回复 - 1375 次查看 坛子里还没有呢 The topic of this book is the development of pricing formulae for European style derivatives on assets with mean-reverting behavior, especially commodity derivatives. For this class o ...2010-1-2 15:22 - yyykkk - 金融学（理论版）
Optimal impulse control of a mean-reverting inventory with quadratic costs
0 个回复 - 439 次查看 【作者(必填)】 【文题(必填)】Optimal impulse control of a mean-reverting inventory with quadratic costs 【年份(必填)】 【全文链接或数据库名称(选填)】http://aimsciences.org/article/noLoginPage ...2019-6-23 16:19 - ssylzz - 文献求助专区
0 个回复 - 439 次查看 【作者(必填)】 【文题(必填)】Optimal impulse control of a mean-reverting inventory with quadratic costs 【年份(必填)】 【全文链接或数据库名称(选填)】http://aimsciences.org/article/noLoginPage ...2019-6-23 16:19 - ssylzz - 文献求助专区
mean-reverting model相关问题
0 个回复 - 685 次查看 mean-reverting model 的volatility 能否找到于时间对应的函数。2015-3-20 09:35 - 2426802026 - 金融学（理论版）
0 个回复 - 685 次查看 mean-reverting model 的volatility 能否找到于时间对应的函数。2015-3-20 09:35 - 2426802026 - 金融学（理论版）
跪求文献：Contingent claims evaluation for mean reverting cash flows in shipping
1 个回复 - 2284 次查看 跪求文献：Contingent claims evaluation for mean reverting cash flows in shipping，作者：Bjecrsund, Petter ＆ Steinar Ekern（1995） 我在google搜到的是这本书（Real options in capital investment: models ...2010-6-14 20:00 - sunbao2009 - 文献求助专区
1 个回复 - 2284 次查看 跪求文献：Contingent claims evaluation for mean reverting cash flows in shipping，作者：Bjecrsund, Petter ＆ Steinar Ekern（1995） 我在google搜到的是这本书（Real options in capital investment: models ...2010-6-14 20:00 - sunbao2009 - 文献求助专区
[求助]请教：mean statioanrity 和mean reverting
1 个回复 - 3615 次查看 mean statioanrity 和mean reverting分别是什么意思，他们之间有什么关系？请明白人指点一二！2008-2-12 14:36 - luyunhang - 计量经济学与统计软件
1 个回复 - 3615 次查看 mean statioanrity 和mean reverting分别是什么意思，他们之间有什么关系？请明白人指点一二！2008-2-12 14:36 - luyunhang - 计量经济学与统计软件
