| protected FellerPenalty ( Vector x ) : double | ||
| x | Vector | /// Vector of parameters: x=[k, theta, sigma,...] /// |
| return | double | |
protected double FellerPenalty(Vector x)
{
double result;
result = Math.Max(0, x[2] * x[2] - 2 * x[0] * x[1]);
return this.s0*this.k2 * result * result;
}