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Ornstein–Uhlenbeck process
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21	On The Network Effect in The Stock Market, The N 3/2 Power Law, and Optimal Volatility Equilibrium Stephen H.-T. Lihn Piscataway, NJ[removed]removed] Add to Reading List Source URL: www.skew-lognormal-cascade-distribution.org Language: English - Date: 2010-01-24 10:15:38 Statistics Volatility Log-normal distribution Modern portfolio theory Autoregressive conditional heteroskedasticity Stock market index Diversification Ornstein–Uhlenbeck process Volatility smile Mathematical finance Financial economics Economics
22	Affine Lattice Models 1 Claudio Albanese Department of Mathematics, Imperial College of Science and Technology, University of London, SW7 2AZ, London, United Kingdom. mailto:[removed] Alexey Kuznet Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:15 Fixed income analysis Hull–White model Mathematical finance Ornstein–Uhlenbeck process Statistics Stochastic differential equations Financial economics
23	MOMENT METHODS FOR EXOTIC VOLATILITY DERIVATIVES CLAUDIO ALBANESE AND ADEL OSSEIRAN Abstract. The latest generation of volatility derivatives goes beyond variance and volatility swaps and probes our ability to price real Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:23 Financial economics Variance swap Volatility Normal distribution Log-normal distribution Realized variance Stochastic volatility Conditional variance swap Ornstein–Uhlenbeck process Statistics Mathematical finance Finance
24	VII Contents Preface XIII Add to Reading List Source URL: www.wiley-vch.de Language: English - Date: 2014-07-01 21:03:32 Stochastic processes Numerical analysis Differential equations Stochastic differential equations Equations Runge–Kutta method Ornstein–Uhlenbeck process Partial differential equation Fokker–Planck equation Statistics Mathematics Mathematical analysis
25	FX and cross-currency options modelling with Levy processes timechanged by other Levy processes John Crosby Global Head of Quantitative Analytics and Research, Lloyds TSB Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-21 09:34:03 Ole Barndorff-Nielsen Neil Shephard Stochastic CIR process Lévy process Dynamics Statistics Stochastic processes Ornstein–Uhlenbeck process
26	Discounting a mean reverting cash flow Marius Holtan Onward Inc[removed] Add to Reading List Source URL: www.investmentscience.com Language: English - Date: 2005-02-17 14:12:26 Corporate finance Cash flow Mathematical finance Actuarial science Discounted cash flow Real estate Discounting Discount rate Ornstein–Uhlenbeck process Finance Economics Business
27	Fast strong approximation Monte-Carlo schemes for stochastic volatility models Christian Kahl∗ First version: This version: Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:11:58 Financial economics Mathematical sciences Options Stochastic differential equations Differential equations Ornstein–Uhlenbeck process Stochastic volatility Volatility Euler–Maruyama method Statistics Mathematical finance Stochastic processes
28	Notes on Gaussian Random Functions with Exponential Correlation Functions (Ornstein-Uhlenbeck Process) Add to Reading List Source URL: www.lanl.gov Language: English - Date: 2005-11-13 12:27:59 Stochastic processes Summary statistics Stochastic differential equations Normal distribution XM Satellite Radio Gaussian process Standard deviation Variance Ornstein–Uhlenbeck process Statistics Data analysis Probability theory
29	/asolve/website/ou/ou.dvi Add to Reading List Source URL: www.people.fas.harvard.edu Language: English - Date: 2008-07-01 08:51:12 Ornstein–Uhlenbeck process Normal distribution Gaussian process Multivariate normal distribution Wiener process Itō diffusion Spectral theory of ordinary differential equations Statistics Stochastic processes Stochastic differential equations
30	NONUNIFORM PROCESSES OF CHROMOSOME EVOLUTION IN SEDGES (CAREX: CYPERACEAE) Add to Reading List Source URL: systematics.mortonarb.org Language: English - Date: 2008-10-10 14:01:14 Model selection Computational phylogenetics Ornstein–Uhlenbeck process Brownian motion Bayesian information criterion Akaike information criterion Phylogenetic tree Normal distribution Models of DNA evolution Statistics Stochastic processes Phylogenetics

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