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Mean Reversion
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Journal of financial and quantitative analysis : JFQA
International journal of theoretical and applied finance
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The journal of futures markets
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Mean reversion in G-10 nominal exchange rates
Sweeney, Richard J.
- In:
Journal of financial and quantitative analysis : JFQA
41
(
2006
)
3
,
pp. 685-708
Persistent link: https://www.econbiz.de/10003374655
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2
Portfolio and consumption decisions under mean-reverting returns : an exact solution for complete markets
Wachter, Jessica
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
1
,
pp. 63-91
Persistent link: https://www.econbiz.de/10001661618
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3
Average rate claims with emphasis on catastrophe loss options
Bakshi, Gurdip S.
;
Madan, Dilip B.
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
1
,
pp. 93-115
Persistent link: https://www.econbiz.de/10001661620
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