第二个模型称为双因子模型,它是在单因子模型的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。
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.
便利的比较方式是看两种资产的收益率。
The conventional way of comparing the two is to look at the yields.
便利的比较方式是看两种资产的收益率。
The conventional way of comparing the two is to look at the yields.
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