2.6.29. sdepy.heston_log_std

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

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

Attributes:
params

Methods

__call__