| 1. | Currency barrier option pricing with mean reversion
以回归平均值模型计算货币定界期权定价 |
| 2. | A subtle variant of the mean reversion case is put forward by jeremy grantham of the fund management group gmo
原译： gmo基金管理公司的杰若米?格兰森提出均值回归实例的一个微变量。 |
| 3. | A temperature stochastic process has been suggested with utilizing vasicek mean reversion model , considering about seasonal effect and time trend
本文主要参照均值回复模型，考虑气温的季节变化和长期趋势，建立反映气温变化的随机模型，应用1980至1999年北京日平均气温对模型参数进行估计。 |
| 4. | The article analyzed the reasons that aroused the mean reversion in stock index futures , and the calculation methods of the coefficient of the first - order autocorrelation in basis change
摘要阐述了指数期货中均值回复现象产生的原因，并进而分析了基差变化中的一阶自相关系数在不同情况下的计算方法。 |
| 5. | The price is an average of their assessments , it follows a trend but it is impossible ever to be sure whether a rise or fall represents a deviation , subject to mean reversion , or a shift in the trend itself
他们的平均估值就是价格，它遵循一个趋势，但永远也不可能确定，价格的上涨或下跌代表着价格偏离（这种情况下随时可能出现均值回归） ，抑或是趋势本身的转变。 |
| 6. | Super - short term momentum strategies perform worse , which attribute to short - term overreaction resulting by noise trading , in addition , for long - term strategies , there exist significant mean reversion in return and overreaction phenomenon
超短期惯性策略其内部隐含着大量杂讯交易所造成的过度反应的不稳定因素，而中长形成期策略则存在较为显著的收益率回复及过度反应的现象。 |
| 7. | But no one could have successfully predicted just when the euro would appreciate , or that it would first fall to almost 80 cents , although the pattern of momentum in the short run and mean reversion in the long run is a common feature of speculative markets
然而，尽管短期动量型态与长期回归平均趋势是`所有投机性市场的?个共同特征，但没有人曾成功预知欧元何时升值，或者预见欧元兑美元汇率会先跌至近80美分的水平。 |
| 8. | And , in answer to the questions some readers may be asking : you need to take an economics course to learn about purchasing power parity and mean reversion , and a physics course to learn about momentum , and yes , i did fill my boots with euros at an average price of 87 cents
另外， ?些读者可能会提出?些问题，以下是`对这些问题的回答：你得学习经济学课程才能了解购买力平价与回归平均，还得学习物理学课程才能了解动量，是`的，咱的确买进了大量欧元，平均价格是` 87美分。 |
| 9. | The first component leads to sustainable , slowly growing bubbles while the second component causes fast growing but frequently crashing bubbles and also results in mean reversion . but if the permanent component dominates , and noise traders " optimism is steady , prices may not show any mean reverting behavior and the bubbles are sustainable
由第一个部分造成的泡沫具有持续性，其增长是缓慢的;而第二个部分造成的泡沫，其特点是快速增长，但经常会走向崩溃并出现均值反转，从而有可能带来较大的股市风险，危及金融的安全。 |
