en.wikipedia.org/wiki/Mean_reversion_(finance)

In finance, mean reversion is the assumption that a stock's price will tend to move
to the ... A historical mean reversion model will not fully incorporate the actual ...

www.math.nyu.edu/faculty/avellane/Lecture5Quant.pdf

Lecture 5: Mean-Reversion .... Look for mean-reversion in relative value, i.e. in
terms of two or more assets. .... Estimation of Ornstein-Uhlenbeck models. ( ). ( ).

marcoagd.usuarios.rdc.puc-rio.br/revers.html

For commodities and interest rates (and perhaps for exchange rates) mean-
reversion model has more economic logic than the geometric Brownian model ...

elib.suub.uni-bremen.de/publications/dissertations/E-Diss549_diss02.pdf

Mean Reversion Models of Financial Markets. Inaugural–Dissertation zur
Erlangung der Würde eines Doctor rerum politicarum an der. Universität Bremen.

marcoagd.usuarios.rdc.puc-rio.br/rev-jump.html

4) Mean Reversion with Jumps Models. For oil prices and perhaps for others
commodities, interest rates, and exchange rates, an interesting and perhaps the ...

people.ucalgary.ca/~aswish/5th_N_S_DialogTalk.ppt

Mean-Reversion Stochastic Process. Mean-Reverting Models in Financial
Markets. Stock (asset) Prices follow geometric Brownian motion; The Variance of
...

math.stanford.edu/~papanico/pubftp/meanrev8.pdf

relation between asset price and volatility shocks, the rate of mean-reversion of
..... We call these models mean-reverting because the volatility is a monotonic ...

www.investopedia.com/terms/m/meanreversion.asp

Mean reversion is the theory suggesting that prices and returns eventually ... on
an asset pricing model, using a long run historical average or multiple valuation.

commoditymodels.files.wordpress.com/2010/02/estimating-the-parameters-of-a-mean-reverting-ornstein-uhlenbeck-process1.pdf

particular the difficult of estimating the speed-of-mean-reversion parameter. ...
Mean reverting processes are naturally attractive to model commodity prices
since ...

www.actuaries.org.uk/documents/mean-reversion

Jun 21, 2004 ... The random walk is a special case of a wider class of models, which includes
mean reverting or mean averting models. It has been suggested ...