3771随机过程中等derivationmedium
Speed Implied by a 40% Gap After One Year
题目
In an OU model, the expected deviation from the long-run mean shrinks by a factor 0.4 over 1 years. What kappa does this imply?
解题计时
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提交作答时记录，用于后续平均用时统计。
你的答案
题目
In an OU model, the expected deviation from the long-run mean shrinks by a factor 0.4 over 1 years. What kappa does this imply?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案