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Application of the Kelly Criterion to Ornstein-Uhlenbeck Processes

The dataset used in the paper is a collection of Ornstein-Uhlenbeck processes used to illustrate the Kelly Criterion.

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Cite this as

Y. D. Lv, B. K. Meister (2024). Dataset: Application of the Kelly Criterion to Ornstein-Uhlenbeck Processes. https://doi.org/10.57702/d0edhcoi

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Additional Info

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Created December 16, 2024
Last update December 16, 2024
Defined In https://doi.org/10.48550/arXiv.2302.13994
Author Y. D. Lv
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B. K. Meister