Making the most of mean reversion
http://www.erasmusenergy.com/articles/28/1/Making-the-most-of-mean-reversion/Page1.html
Les Clewlow
By Les Clewlow
Published on 09/24/2007
Keywords:
Published in:
Publication year: 2000
Co-author 1: Chris Strickland
Co-author 2: Vince Kaminski
Adapting and estimating a version of the mean-reversion model for energy markets
Published in:
Publication year: 2000
Co-author 1: Chris Strickland
Co-author 2: Vince Kaminski
Adapting and estimating a version of the mean-reversion model for energy markets
Making the most of mean reversion
Adapting and estimating a version of the mean-reversion model for energy markets