Concept information
Preferred term
Mean Reversion
Type
-
Descriptor
Broader concept
In other languages
-
English
-
CIR process
-
Cox-Ingersoll-Ross model
-
Mean-reverting process
-
Ornstein-Uhlenbeck process
-
Vasicek model
URI
http://zbw.eu/stw/descriptor/20506-5
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