mean reversion

• 1. 均值回复: mean reversion | mean-reverting | reversion to the mean
• 2. 其均值回复速度: the revision rate
• 3. 采用均值回复高斯过程: The Mean-Reverting Gaussian Process

• 1.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.
  dict.yoduao.com
• 2.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.
  dict.yoduao.com
• 3.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.
  dict.yoduao.com

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