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QLNet
OrnsteinUhlenbeckProcess
speed
QLNet.OrnsteinUhlenbeckProcess.speed C# (CSharp) Method
OrnsteinUhlenbeckProcess Class Documentation
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Open project: ammachado/QLNet
speed()
public
method
public
speed
( ) :
double
return
double
public double speed() { return speed_; }
OrnsteinUhlenbeckProcess
OrnsteinUhlenbeckProcess
diffusion
drift
expectation
level
speed
stdDeviation
variance
volatility
x0