As the presence of transactions costs, deviations from purchase power parity (PPP) may follow a nonlinear process that is mean reverting.
由于存在交易成本，偏离购买力平价可能呈非线性的均值回复特性。
The first model is a simple one-factor model in which the logarithm of the spot price of the commodity is assumed to follow o-u process which has a mean reverting character.
第二个模型称为双因子模型，它是在单因子模型的基础上加入了新的因子变量—便利收益率，并且假定便利收益率服从带有均值反转特性的O—U过程。
The value of the project, whose path is simulated and analyzed numerically, follows a Mean-Reverting process.
项目价值遵循均值返回过程，其路径采用数值模拟分析。
The value of the project, whose path is simulated and analyzed numerically, follows a Mean-Reverting process.
项目价值遵循均值返回过程，其路径采用数值模拟分析。
应用推荐