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4990Why First-Step WorksWhy is first-step analysis so effective for expected hitting times in jump processes?随机过程困难essay未尝试面试订阅6041One-Year Conditional Variance of an OU ProcessAn OU process has mean-reversion speed kappa = 0.5 and diffusion coefficient sigma = 0.3. Given X 0, what is the conditional variance Var(X 1 | X 0)?随机过程中等derivation未尝试面试订阅6042Long-Run Variance of a Mean-Reverting RateA short rate follows an OU process with kappa = 1.5 and sigma = 0.12. What is its long-run (stationary) variance?随机过程简单derivation未尝试面试订阅6043Autocorrelation of a Stationary OU Process at a LagA stationary OU process has mean-reversion speed kappa = 0.7. What is the autocorrelation between X t and X t+2 ?随机过程简单derivation未尝试面试订阅