3784随机过程中等derivationmedium
Long-Run Mean from a Mid-Horizon Forecast
题目
An OU process starts at X_0 = 1.5 and has mean-reversion speed kappa = 0.9. If E[X_1.5] = 2.1, what long-run mean theta is implied?
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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
An OU process starts at X_0 = 1.5 and has mean-reversion speed kappa = 0.9. If E[X_1.5] = 2.1, what long-run mean theta is implied?
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