Pairs trading with Ornstein-Uhlenbeck process (Part 1) | by Alexander Pavlov | Medium
Problem 3. O-U-process. Mean-reversion. The | Chegg.com
Mean Reversion | Quantitative Trading and Systematic Investing
Mean Reversion Models
Mean Reversion Models
A theoretical model of jump diffusion-mean reversion: Constant proportion portfolio insurance strategy under the presence of transaction cost and stochastic floor | Emerald Insight
Mean Reversion | Quantitative Trading and Systematic Investing
Pairs trading with Ornstein-Uhlenbeck process (Part 1) | by Alexander Pavlov | Medium
Asymptotic behavior of dependence measures for Ornstein-Uhlenbeck model based on long memory processes | SpringerLink
Optimal Stopping in Pairs Trading: Ornstein-Uhlenbeck Model - Hudson & Thames
Mean Reversion - an overview | ScienceDirect Topics
Simulating Electricity Prices with Mean-Reversion and Jump-Diffusion - MATLAB & Simulink
Ornstein-Uhlenbeck Process Delayed by Gamma Subordinator | SpringerLink
Ornstein Uhlenbeck Mean Reversion Process | by Andrea Chello | The Quant Journey | Medium
Ornstein–Uhlenbeck process - Wikipedia
Comparison of cumulative temperature data and the simulation of a... | Download Scientific Diagram
Mean Reversion Models
Optimal Stopping in Pairs Trading: Ornstein-Uhlenbeck Model - Hudson & Thames
![Influence of mean reversion speed κ\documentclass[12pt]{minimal}... | Download Scientific Diagram](https://www.researchgate.net/publication/335187106/figure/fig1/AS:960023584845839@1605898867998/Influence-of-mean-reversion-speed-kdocumentclass12ptminimal-usepackageamsmath_Q640.jpg "Influence of mean reversion speed κ\documentclass[12pt]{minimal}... | Download Scientific Diagram")
Influence of mean reversion speed κ\documentclass[12pt]{minimal}... | Download Scientific Diagram
Three sample paths of the mean-reverting Ornstein-Uhlenbeck process. | Download Scientific Diagram
Optimal Stopping in Pairs Trading: Ornstein-Uhlenbeck Model - Hudson & Thames
Ornstein-Uhlenbeck Process Delayed by Gamma Subordinator | SpringerLink
