On a semi-spectral method for pricing an option on a mean-reverting asset

By Bos L   Ware A   Pavlov B  

Quantitative Finance, Vol. 2, Iss. 5, 2002-10 ,pp. : 337-345

Routledge Ltd

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Diagnostics of rational expectation financial bubbles with stochastic mean-reverting termination times

By Lin L.   Sornette D.  

The European Journal of Finance, Vol. 19, Iss. 5, 2013-05 ,pp. : 344-365

Routledge Ltd

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Real option pricing with mean-reverting investment and project value

By Jaimungal Sebastian   de Souza Max O.   Zubelli Jorge P.  

The European Journal of Finance, Vol. 19, Iss. 7-8, 2013-09 ,pp. : 625-644

Routledge Ltd

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An interest rate model with a Markovian mean reverting level

By Elliott R.J.   Mamon R.S.  

Quantitative Finance, Vol. 2, Iss. 6, 2002-06 ,pp. : 454-458

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Multiperiod mean-variance efficient portfolios with endogenous liabilities

By Leippold Markus   Trojani Fabio   Vanini Paolo  

Quantitative Finance, Vol. 11, Iss. 10, 2011-10 ,pp. : 1535-1546

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