The value of the project, whose path is simulated and analyzed numerically, follows a Mean-Reverting process.
项目价值遵循均值返回过程,其路径采用数值模拟分析。
参考来源 - 几个投资期权评价模型及其仿真研究·2,447,543篇论文数据,部分数据来源于NoteExpress
The value of the project, whose path is simulated and analyzed numerically, follows a Mean-Reverting process.
项目价值遵循均值返回过程,其路径采用数值模拟分析。
This model has nonlinear drift, has significant mean-reverting effect, and the volatility is highly sensitive to interest level.
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。
These measures include random walk model, industry model, mean-reverting model, Jones and modified-Jones models, K-S model, margin model and so on.
应计利润模型主要包括随机游走预期模型、行业模型、平均数回复模型、琼斯及其扩展模型、K-S模型、边际模型和营运资金模型等。
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