QLNet.OrnsteinUhlenbeckProcess.variance C# (CSharp) Метод

        public override double variance(double UnnamedParameter1, double UnnamedParameter2, double dt)
        {
            if (speed_ < Math.Sqrt(((Const.QL_Epsilon))))
            {
                 // algebraic limit for small speed
                return volatility_ *volatility_ *dt;
            }
            else
            {
                return 0.5 *volatility_ *volatility_/speed_* (1.0 - Math.Exp(-2.0 *speed_ *dt));
            }
        }