2.6.24. sdepy.cir_var

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

Variance of values at time t of a Cox-Ingersoll-Ross process (as per the cox_ingersoll_ross_process class) with time-independent parameters.

Attributes:
params

Methods

__call__