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