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FerPapi avatar FerPapi commented on August 24, 2024

Hi, just to comment further

As per the wikipedia article, https://en.wikipedia.org/wiki/Vasicek_model

what would actually be wrong is the documentation of the package

image

I'm not an expert, though, just trying to clarify it

Just a further suggestion, this could be modeled as x**alpha where alpha is set for each process modeled (in this case, alpha=0)

from aleatory.

quantgirluk avatar quantgirluk commented on August 24, 2024

Thanks for opening this issue and following up finding the typo the documentation.
The documentation has been fixed in 3420dcc commit 😊

from aleatory.

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