Theta
Key Theta in Extended OU Process refers to the θ in the equation dx = θ(μ-x)dt + σdw as described in Extended OU Process, which is interpreted as the speed by which, the diffused quantity x is reverting toward its mean μ
Key Theta in Extended OU Process refers to the θ in the equation dx = θ(μ-x)dt + σdw as described in Extended OU Process, which is interpreted as the speed by which, the diffused quantity x is reverting toward its mean μ