2.6.27. sdepy.heston_log_mean¶

class sdepy.heston_log_mean(t, *, x0=1., mu=0., sigma=1., y0=1., theta=1., k=1., xi=1., rho=0.)[source]¶

Mean of the logarithm of values at time t of a Heston process (as per the full_heston_process class) with time-independent parameters.