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 版块 作者 回复/查看 最后发表
Pairs trading with a mean-reverting jump–diffusion model on high-frequency data attachment 经管文库（原现金交易版） LIG_z 2023-7-12 0 314 LIG_z 2023-7-12 09:47:24
Optimal impulse control of a mean-reverting inventory with quadratic costs 文献求助专区 ssylzz 2019-6-23 0 519 ssylzz 2019-6-23 16:19:25
悬赏 求助On the simulation and estimation of the mean-reverting Ornstein-uhlenbeck pr - [!reward_solved!] attachment 求助成功区 地下爆菊 2017-9-12 2 784 地下爆菊 2017-9-12 18:20:13
悬赏 Double barrier option under regime-switching exponential mean-reverting process - [!reward_solved!] attachment 求助成功区 hnu123 2016-4-6 2 876 seanlee91 2017-5-5 17:25:00
Trend Following & Mean Reverting Indicators attachment 量化投资 ytw1018 2016-12-8 2 1491 wanghaiss 2016-12-9 09:03:10
悬赏 Trading a mean-reverting asset: Buy low and sell high - [!reward_solved!] attachment 求助成功区 yangnay 2016-8-5 1 1008 giresse 2016-8-5 08:48:38
[QUANT] GBM+GARCH+Jump Diffusion+VG+Mean Reverting+Vasicek+Expo-Vasicek+CIR attachment 金融学（理论版） jesaisrien 2012-12-25 13 4294 jesaisrien 2015-9-21 03:15:17
mean-reverting model相关问题 金融学（理论版） 2426802026 2015-3-20 0 764 2426802026 2015-3-20 09:35:22
悬赏 求助下载A Multivariate Regime-Switching Mean Reverting Process and Its Applicati - [悬赏 1 个论坛币] attachment 文献求助专区 hnu123 2014-7-23 1 1167 fishier 2014-7-24 10:39:39
对冲基金如何影响A股？ 金融实务版 rainbow19720731 2014-6-8 0 1390 rainbow19720731 2014-6-8 10:20:21
讨论几道HANDBOOK上的题目…… CFA、CVA、FRM等金融考证论坛 fuly101 2010-10-10 5 1936 whatishe 2013-2-28 17:41:47
悬赏 趋势回复（trend-reverting）和退势（Detrending）是什么意思呢？ - [悬赏 2 个论坛币] 计量经济学与统计软件 rictan 2013-1-13 1 2809 rictan 2013-1-13 18:53:41
请高手解惑~！ attachment CFA、CVA、FRM等金融考证论坛 LD628 2012-12-2 2 1044 serkise 2012-12-3 13:12:34
求文章 attachment 文献求助专区 sqq19860225 2010-11-19 2 1354 sqq19860225 2010-11-19 22:01:13
跪求文献：Contingent claims evaluation for mean reverting cash flows in shipping 文献求助专区 sunbao2009 2010-6-14 1 2385 sunbao2009 2010-6-14 20:05:35
Pricing of Derivatives on Mean-Reverting Assets（springer link 下载的2010最新） attachment 金融工程（数量金融）与金融衍生品 feijian0000 2010-4-11 3 1807 SatanNight 2010-4-16 15:34:09
Pricing of Derivatives on Mean-Reverting Assets attach_img 金融学（理论版） zhaohailei 2010-1-7 0 2694 zhaohailei 2010-1-7 17:12:36
Pricing of Derivatives on Mean-Reverting Assets attachment 金融学（理论版） yyykkk 2010-1-2 2 1464 huaixuexi 2010-1-3 03:39:55
VALUING FOREIGN CURRENCY OPTIONS WITH A MEANREVERTING attachment 金融学（理论版） bukeyide111 2008-8-7 0 1829 bukeyide111 2008-8-7 13:18:00
[求助]请教：mean statioanrity 和mean reverting 计量经济学与统计软件 luyunhang 2008-2-12 1 3780 luyunhang 2008-2-12 14:37:00
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