• 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路径采用数值模拟分析

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  • 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非线性的均值回复特性。

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  • 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,因子模型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

    youdao

  • 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,因子模型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

    youdao

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