Mean Reversion Quotes

2 Mean Reversion quotes by 1 unique authors

• Our starting point then was trying to find a way to incorporate mean reversion into the HoLee model. — John Hull
• Yes, our tree has an interesting shape. The center branches reflect the shape of the zero curve. When extreme parts of the tree are reached… — John Hull

Who Wrote These Mean Reversion Quotes

1 author contributed a total of 2 Mean Reversion Quotes as follows:

• 2 Mean Reversion Quotes by John Hull