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Conceptinformatie

V Economics > V.05 Money and financial markets > V.05.04 Financial markets > V.05.04.01 Financial economics > Mean reversion
N Related subject areas > N.09 Mathematical and statistical methods > N.09.02 Statistics > N.09.02.05 Probability theory > Mean reversion

Voorkeursterm

Mean reversion  

Type

  • Descriptor

Breder concept

Verwante concepten

Ingangstermen

  • CIR process
  • Cox-Ingersoll-Ross model
  • Mean-reverting process
  • Ornstein-Uhlenbeck process
  • Vasicek model

In andere talen

URI

http://zbw.eu/stw/descriptor/20506-5

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