Gaussian Estimation of One-Factor Mean Reversion Processes

Table 2

Monte Carlo study parameters.

	Monthly	Weekly	Daily
Size	500	1000	2000
𝜆	0.72	3	6
𝛽	−0.12	−0.5	−1
𝜎	0.6	0.35	0.25
𝛾	0.5	0.5	0.5