Estimating the Ornstein-Uhlenbeck Process Using Least-Squares Regression

This Demonstration simulates the Ornstein-Uhlenbeck process [1] and estimates its parameters using the least-squares regression method [2].

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References
[1] G. Levy, Computational Finance Using C and C#, Amsterdam: Academic Press, 2008.
[2] P. Sweeting, Financial Enterprise Risk Management, Cambridge: Cambridge University Press, 2011.
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