List of Articles Mean Reversion

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  1 - Estimating the half-life of stock price mean reverting: an application of Stochastic Differential Equations
  hadi rahmani fazli ahmad molabahrami
• Open Access Article
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  2 - The Study of Mean reversion in Tehran Stock Exchange with unit root test
  Hossein Karbasi Yazdi Yadollah Noorifard Hassan Chenari Bouket
• Open Access Article
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  3 - A Performance Evaluation of Black Swan Strategy
  Seyed Jalal Sadeqi Sharif Mohammad Osolian Mandana Abolfathi
• Open Access Article
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  4 - Optimal Pairs Trading strategy under Statistical Variability of the Spread Process
  Fatemeh Azizzadeh Nasrin Ebadi
• Open Access Article
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  5 - Travel Time derivative with Monte Carlo Method
  hadi ganji zahraei