Like all revolutions, the surrealist revolution was a reversion, a restitution, an expression of vital and indispensable spiritual needs.
Eugene Ionesco
Our starting point then was trying to find a way to incorporate mean reversion into the HoLee model.
John Hull
Yes, our tree has an interesting shape. The center branches reflect the shape of the zero curve. When extreme parts of the tree are reached the branching pattern changes to accommodate the mean reversion.
John Hull
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