...1) - docin.com豆丁网 tion, GBM）、算术布朗运动（arithmetic Brownian motion, ABM）和均值回归过程（mean-reversion process, MRP）等模型。
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Stock value is represented by stock price directly or indirectly. After market price deviates from its intrinsic value, it will follows a dynamic moving process, either bubble or mean reversion.
股票价值直接或间接表现为股票价格，股票市场价格偏离内在价值一般呈现两种动态演变过程，即价格泡沫和均值回复。
Mean reversion is a tendency for a stochastic process to remain near, or tend to return over time to a long-run average value.
均值回归是指随着时间的向前推进，一个随机过程向其均值靠近的趋势。
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