2.6.26. sdepy.cir_pdf¶

class sdepy.cir_pdf(t, x, *, x0=1., theta=1., k=1., xi=1.)[source]¶

Probability distribution function of values at time t of a Cox-Ingersoll-Ross process (as per the cox_ingersoll_ross_process class) with time-independent parameters, evaluated at x.

See also