3773随机过程中等derivationmedium
Speed Implied by a 60% Gap After Half a Year
题目
In an OU model, the expected deviation from the long-run mean shrinks by a factor 0.6 over 0.5 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
题目
In an OU model, the expected deviation from the long-run mean shrinks by a factor 0.6 over 0.5 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