结果表明，均值回复和随机波动率在衍生品定价中起重要影响。
It also is shown that mean reversion and stochastic volatility can have a major impact on derivative prices.
双曲模型在刻画利率的均值回复特征方面还克服了AG模型的不足。
Furthermore, hyperbolic model characterize the mean reversion of interest rates better than AG model.
由于存在交易成本，偏离购买力平价可能呈非线性的均值回复特性。
As the presence of transactions costs, deviations from purchase power parity (PPP) may follow a nonlinear process that is mean reverting.
利率具有复杂的随机行为，均值回复且不可直接交易，这意味着动态复制策略更复杂。
Interest rates exhibit complex stochastic behavior, is mean reversion and are not directly tradable, which means that the dynamic replication strategy is more complex.
这种均值回复特征又以交易所市场更为明显，其回调速度明显高于银行间同类利率。
The reversion pattern of exchange market wholly behaves more significantly than that of interbank.
此模型的漂移项为非线性形式，具有显著的均值回复效应，且利率波动对利率水平极为敏感。
This model has nonlinear drift, has significant mean-reverting effect, and the volatility is highly sensitive to interest level.
阐述了指数期货中均值回复现象产生的原因，并进而分析了基差变化中的一阶自相关系数在不同情况下的计算方法。
The article analyzed the reasons that aroused the mean reversion in stock index futures, and the calculation methods of the coefficient of the first-order autocorrelation in basis change.
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。
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。
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.
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