Quasi Mean Reversion in an Efficient Stock Market: The Characterisation of Economic Equilibria which Support Black-Scholes Option Pricing
研究在有效股票市场中，支持布莱克-舒尔斯期权定价的经济均衡条件，并引入准均值回归概念，对金融经济学和期权定价理论有参考价值。