Pelsser.SquaredGaussianModel.b C# (CSharp) Method

This function defines the volatility in the Pelsser Markov process. The formula to calculate the B component is B = sigma.

public b ( int i, double x, double b ) : void
i	int	The parameter is not used.
x	double	The parameter is not used.
b	double	The output of the function.
return	void

        public unsafe void b(int i, double* x, double* b)
        {
            b[0] = this.sigma1Temp;
        }

SquaredGaussianModel