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| Definition | : | Ornstein–Uhlenbeck Process |
| Category | : | Academic & Science » Mathematics |
| Country/ Region |
: | Worldwide
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| Popularity | : |
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Ornstein–Uhlenbeck Process (OUP) is a stochastic process widely used for modelling biological processes such as neuronal response, and in mathematical finance, the modelling of the dynamics of interest rates and volatilities of asset prices.
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Oxford University Press
Universities & Institutions
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The full form of OUP is Ornstein–Uhlenbeck Process
Oxford University Press | Ornstein–Uhlenbeck Process