Search Results - "mean-reverting model"

  • Showing 1 - 2 results of 2
Refine Results
  1. 1
    Mean-reverting discrete time market models: Speculative opportunities and absence of arbitrage

    Mean-reverting discrete time market models: Speculative opportunities and absence of arbitrage by Dokuchaev, Nikolai

    Published 2012
    Subjects: Get full text
  2. 2
    Mean-reverting market model: speculative opportunities and non-arbitrage

    Mean-reverting market model: speculative opportunities and non-arbitrage by Dokuchaev, Nikolai

    Published 2011
    Subjects: “…mean-reverting model…”
    Get full text

Search Tools: