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About:
Ornstein–Uhlenbeck process
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Stochastic process with applications in financial mathematics and the physical sciences
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dbo:
description
stochastischer Prozess
(de)
procès estocàstic
(ca)
stochastic process with applications in financial mathematics and the physical sciences
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http://turingfinance.com/interactive-stochastic-processes/
https://ssrn.com/abstract=1109160
http://www.investmentscience.com/Content/howtoArticles/MLE_for_OR_mean_reverting.pdf
https://web.archive.org/web/20150619164944/http:/www.sitmo.com/article/calibrating-the-ornstein-uhlenbeck-model/
https://web.archive.org/web/20150920231636/http:/turingfinance.com/interactive-stochastic-processes/
https://zenodo.org/record/1233795
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Ornstein–Uhlenbeck process
(en)
Ornstein-Uhlenbeck-Prozess
(de)
Processus d'Ornstein-Uhlenbeck
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オルンシュタイン=ウーレンベック過程
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Ornstein-Uhlenbeckproces
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Processo Ornstein–Uhlenbeck
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奥恩斯坦-乌伦贝克过程
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