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Research

Results for mean reversion

Publications & Outputs

  1. Generalized Integrated Brownian Fields for Simulation Metamodeling

    Salemi, P., Staum, J. & Nelson, B., 10/06/2019, In: Operations Research. 67, 3, p. 874-891 18 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  2. Irreversible exit decisions under mean-reverting uncertainty

    Tsekrekos, A., 09/2013, In: Journal of Economics. 110, 1, p. 5-23 19 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  3. The effect of mean reversion on entry and exit decisions under uncertainty

    Tsekrekos, A., 04/2010, In: Journal of Economic Dynamics and Control. 34, 4, p. 725-742 18 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  4. Economic hysteresis effects and hitting time densities for CIR diffusions

    Dias, J. C. & Shackleton, M. B., 2008, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper