Timeline for American option under Ornstein-Uhlenbeck stock price
Current License: CC BY-SA 4.0
12 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jul 19, 2023 at 22:08 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Mar 21, 2023 at 21:03 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Nov 21, 2022 at 21:02 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Jul 24, 2022 at 20:02 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Mar 26, 2022 at 19:02 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Feb 25, 2022 at 18:12 | vote | accept | Aguazz | ||
| Feb 25, 2022 at 18:14 | |||||
| Feb 25, 2022 at 18:12 | vote | accept | Aguazz | ||
| Feb 25, 2022 at 18:12 | |||||
| Feb 25, 2022 at 18:12 | comment | added | Aguazz | Thanks for the comment. I kind of get your point, but still don't know why the price of a firm's good may be modeled by means of OU process. Or is it just an arbitrary decision? | |
| Feb 24, 2022 at 19:00 | answer | added | Kurt G. | timeline score: 1 | |
| Feb 24, 2022 at 18:13 | comment | added | Kevin | As you say, OU processes can be used to model mean reverting variables like interest rates, variances, inflation etc. Moreover, OU is popular for real options models: you can model the output price of a firm's good by an OU process (competition will ensure that the price doesn't go 0 or infinity). The firm's production and (dis)investment options are then (perpetual) options written on that OU process. | |
| S Feb 24, 2022 at 17:43 | review | First questions | |||
| Feb 24, 2022 at 19:24 | |||||
| S Feb 24, 2022 at 17:43 | history | asked | Aguazz | CC BY-SA 4.0 |