QLNet.OrnsteinUhlenbeckProcess.expectation C# (CSharp) Метод

expectation() публичный Метод

public expectation ( double UnnamedParameter1, double x0, double dt ) : double
UnnamedParameter1 double
x0 double
dt double
Результат double
        public override double expectation(double UnnamedParameter1, double x0, double dt)
        {
            return level_ + (x0 - level_) * Math.Exp(-speed_ *dt);
        }