X0
Key X0 in Extended OU Process refers to the initial value (i.e. the value at time 0) of the diffused quantity x in the equation dx = θ(μ-x)dt + σdw as described in Extended OU Process
Key X0 in Extended OU Process refers to the initial value (i.e. the value at time 0) of the diffused quantity x in the equation dx = θ(μ-x)dt + σdw as described in Extended OU Process