Mistake in Vasicek definition?

[FerPapi]

Hi, I liked your package, thank you!

I believe there is a mistake in the Vasicek function

def g(x, _): return self.sigma

It should be

def g(x, _): return self.sigma * x

right?

[FerPapi]

Hi, just to comment further

As per the wikipedia article, https://en.wikipedia.org/wiki/Vasicek_model

what would actually be wrong is the documentation of the package

I'm not an expert, though, just trying to clarify it

Just a further suggestion, this could be modeled as x**alpha where alpha is set for each process modeled (in this case, alpha=0)

[quantgirluk]

Thanks for opening this issue and following up finding the typo the documentation. The documentation has been fixed in 3420dcc commit 😊