Preferred term
Mean Reversion
Type
Type of entity- Descriptor
Broader concept
Broader conceptIn other languages
Terms for the concept in other languages.English
- Mean reversion
- CIR process
- Cox-Ingersoll-Ross model
- Mean-reverting process
- Ornstein-Uhlenbeck process
- Vasicek model
URI
http://zbw.eu/stw/descriptor/20506-5