X0
Key X0 in Square Root 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 + σ*sqrt(x)dw as described in Square Root Process
Key X0 in Square Root 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 + σ*sqrt(x)dw as described in Square Root Process