[R] mean reverting model: THANKS !
Josuah Rechtsteiner
rechtsteiner at bgki.net
Tue Mar 10 09:24:14 CET 2009
dear useRs (especially andrew and gabor),
you have helped me a lot, the ar(1)/ornstein-uhlenbeck type is exactly
it (0<a<1 is necessary).
thank you,
josuah
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