𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On the uncertainty of the mean of digitized measurements

✍ Scribed by Willink, R


Book ID
111873550
Publisher
Institute of Physics
Year
2007
Tongue
English
Weight
357 KB
Volume
44
Category
Article
ISSN
0026-1394

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


The effect of mean reversion on investme
✍ Sudipto Sarkar πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 292 KB

Mean-Reverting processes are appropriate for most "real option" investment models, yet Geometric Brownian Motion (GBM) processes are generally used for tractability. Hassett and Metcalf (J. Econom. Dyn. Control 19 (1995) 1471-1488) argue that using a GBM process is justiΓΏed because mean-reversion ha