2.5.18. sdepy.heston_SDE

class sdepy.heston_SDE(*, paths=1, vshape=(), dtype=None, steps=None, i0=0, info=None, getinfo=True, method='euler', **args)[source]

SDE for a Heston stochastic volatility process.

Attributes:
See SDE class documentation.

Methods

See SDE class documentation.