What is the halftime of a mean-reverting process? (a) It is the time taken for the price

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What is the halftime of a mean-reverting process?

(a) It is the time taken for the price to revert to zero.

(b) It is the time taken for the price to revert half way to its long-term level from zero.

(c) It is the time taken for the price to revert half way to zero from its current level.

(d) It is the time taken for the price to revert half way to its long-term level from its current level.

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Financial Modelling In Commodity Markets

ISBN: 9780367442866

1st Edition

Authors: Viviana Fanelli

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Question Posted: Jun 27, 2024 02:12 AM

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What is the halftime of a mean-reverting process? (a) It is the time taken for the price

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Financial Modelling In Commodity Markets

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