Beta


Key Beta in
Exp OU Process refers to the β in the equation s = eˣ⁺ʸ, where dx = θ(μ-x)dt + σdw and dy(t) = -βy(t-)dt + J(t)dN(t) as described in Exp OU Process, which is interpreted as the speed by which, the jump-diffusion part is reverting toward zero.