| public variance ( QLNet.StochasticProcess1D process, double t0, double x0, double dt ) : double | ||
| process | QLNet.StochasticProcess1D | |
| t0 | double | |
| x0 | double | |
| dt | double | |
| Результат | double | |
public double variance(StochasticProcess1D process, double t0, double x0, double dt)
{
double sigma = process.diffusion(t0, x0);
return sigma*sigma*dt;
}
