Mu
Key Mu in Extended OU Process refers to the μ in the equation dx = θ(μ-x)dt + σdw as described in Extended OU Process, which is interpreted as the value toward which, the diffused quantity x is reverting.
Key Mu in Extended OU Process refers to the μ in the equation dx = θ(μ-x)dt + σdw as described in Extended OU Process, which is interpreted as the value toward which, the diffused quantity x is reverting.