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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"The journal of futures markets"
~isPartOf:"The journal of real estate finance and economics"
~type_genre:"Article in journal"
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Search: subject_exact:"Mean-reverting process"
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Mean Reversion
14
Mean reversion
14
Option pricing theory
6
Optionspreistheorie
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5
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5
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3
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1
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European journal of operational research : EJOR
The journal of futures markets
The journal of real estate finance and economics
International journal of theoretical and applied finance
10
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9
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8
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7
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ECONIS (ZBW)
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1
Distributed mean reversion online portfolio strategy with stock network
Zhong, Yannan
;
Xu, Weijun
;
Li, Hongyi
;
Zhong, Weiwei
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1143-1158
Persistent link: https://www.econbiz.de/10014456942
Saved in:
2
Variance swaps with mean reversion and multi-factor variance
Wu, Bin
;
Chen, Pengzhan
;
Ye, Wuyi
- In:
European journal of operational research : EJOR
315
(
2024
)
1
,
pp. 191-212
Persistent link: https://www.econbiz.de/10014562821
Saved in:
3
Variance swap with mean reversion, multifactor stochastic volatility and jumps
Pun, Chi Seng
;
Chung, Shing Fung
;
Wong, Hoi Ying
- In:
European journal of operational research : EJOR
245
(
2015
)
2
,
pp. 571-580
Persistent link: https://www.econbiz.de/10011308968
Saved in:
4
Option pricing with mean reversion and stochastic volatility
Wong, Hoi Ying
;
Lo, Yu Wai
- In:
European journal of operational research : EJOR
197
(
2009
)
1
,
pp. 179-187
Persistent link: https://www.econbiz.de/10003828865
Saved in:
5
Mean reversion and momentum : another look at the price-volume correlation in the real estate market
Arbel, Yuval
;
Ben-Shahar, Danny
;
Sulganik, Eyal
- In:
The journal of real estate finance and economics
39
(
2009
)
3
,
pp. 316-335
Persistent link: https://www.econbiz.de/10003900725
Saved in:
6
Testing mean reversion in financial market volatility : evidence from S&P 500 index futures
Bali, Turan G.
;
Demirtas, K. Ozgur
- In:
The journal of futures markets
28
(
2008
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10003746336
Saved in:
7
Path-dependent currency options with mean reversion
Wong, Hoi Ying
;
Lau, Ka Yung
- In:
The journal of futures markets
28
(
2008
)
3
,
pp. 275-293
Persistent link: https://www.econbiz.de/10003699322
Saved in:
8
Currency barrier option pricing with mean reversion
Hui, Cho H.
;
Lo, C. F.
- In:
The journal of futures markets
26
(
2006
)
10
,
pp. 939-958
Persistent link: https://www.econbiz.de/10003391970
Saved in:
9
Selectivity, quality adjustment and mean reversion in the measurement of house values
Hwang, Min
;
Quigley, John M.
- In:
The journal of real estate finance and economics
28
(
2004
)
2/3
,
pp. 161-178
Persistent link: https://www.econbiz.de/10001955292
Saved in:
10
Property company stock price and net asset value : a mean reversion perspective
Liow, Kim Hiang
- In:
The journal of real estate finance and economics
27
(
2003
)
2
,
pp. 235-255
Persistent link: https://www.econbiz.de/10001788899
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