Interest rates exhibit complex stochastic behavior, is mean reversion and are not directly tradable, which means that the dynamic replication strategy is more complex.
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.
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。
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