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Ornstein–Uhlenbeck process - Wikipedia
Brownian Motion and the Ornstein Uhlenbeck Process – Phoenix.Analysis
Ornstein–Uhlenbeck process - Wikipedia
Ornstein Uhlenbeck Mean Reversion Process | by Andrea Chello | The Quant Journey | Medium
Trajectories of an Ornstein-Uhlenbeck (in blue) are compared with... | Download Scientific Diagram
Optimal Stopping in Pairs Trading: Ornstein-Uhlenbeck Model - Hudson & Thames
PDF) On the Simulation and Estimation of the Mean-Reverting Ornstein- Uhlenbeck Process Especially as Applied to Commodities Markets and Modelling | dario girardi - Academia.edu
stochastic processes - Trading over a Ornstein/AR process - Quantitative Finance Stack Exchange
Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process
Simulating Electricity Prices with Mean-Reversion and Jump-Diffusion - MATLAB & Simulink - MathWorks Deutschland
Optimal Stopping in Pairs Trading: Ornstein-Uhlenbeck Model - Hudson & Thames
Mean Reversion Models
Calculating half life of mean reverting series with python - Quantitative Finance Stack Exchange
An application of Ornstein-Uhlenbeck process to commodity pricing in Thailand | Advances in Continuous and Discrete Models | Full Text
Calibrating & Simulating Natural Gas Spot Prices
Stochastic Differential Equations —The Ornstein-Uhlenbeck Process | by Ryan Howe | Star Gazers | Medium
Pairs trading with Ornstein-Uhlenbeck process (Part 1) | by Alexander Pavlov | Medium
Caveats in Calibrating the OU Process - Hudson & Thames
stochastic processes - Modelling EUR/USD rate with Ornstein-Uhlenbeck model - Quantitative Finance Stack Exchange
Mean Reversion - an overview | ScienceDirect Topics
Mean Reversion Models
Optimal Stopping in Pairs Trading: Ornstein-Uhlenbeck Model - Hudson & Thames
Electricity price modeling with stochastic time change - ScienceDirect
Full article: Distribution of the mean reversion estimator in the Ornstein– Uhlenbeck process
Mean-Reverting Stochastic Models for the Electricity Spot Market