Mu
Key Mu in Square Root Process refers to the μ in the equation dx = θ(μ-x)dt + σ*sqrt(x)dw as described in Square Root Process, which is interpreted as the value toward which, the diffused quantity x is reverting.
Key Mu in Square Root Process refers to the μ in the equation dx = θ(μ-x)dt + σ*sqrt(x)dw as described in Square Root Process, which is interpreted as the value toward which, the diffused quantity x is reverting.