Open CarloNicolini opened 5 years ago
I am trying to get the theoretical estimate of the mean in the Vasicek model, but a variable Vasicek.duree_palier is not defined in __theoretical_mean. What is the meaning of the parameter?
Vasicek.duree_palier
__theoretical_mean
Hi, It has been corrected, a copy/paste type. If you have any trouble, let me know
I am trying to get the theoretical estimate of the mean in the Vasicek model, but a variable
Vasicek.duree_palier
is not defined in__theoretical_mean
. What is the meaning of the parameter?