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MAINT: Fix default params in cir and Heston stochastic process #401

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Nov 23, 2021

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masanorihirano
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fix #395

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masanorihirano and others added 2 commits November 16, 2021 12:19
Co-authored-by: simaki <shota.imaki.0801@gmail.com>
Co-authored-by: simaki <shota.imaki.0801@gmail.com>
@ghost ghost changed the title fix default params in cir and Heston stochastic process MAINT: Fix default params in cir and Heston stochastic process Nov 23, 2021
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ghost commented Nov 23, 2021

Thank you !!

@ghost ghost changed the base branch from main to develop November 23, 2021 04:50
@ghost ghost merged commit 91aebc4 into pfnet-research:develop Nov 23, 2021
ghost pushed a commit that referenced this pull request Nov 23, 2021
* MAINT: Fix default params in CIR and Heston stochastic process (#401) (Thank you, @masanorihirano !)

* TEST: Add and refactor tests (#400) (#394)

* DOC: Clean documentation (#396)

* DOC: Add `example_heston_iv.py` (#403)

Co-authored-by: Masanori HIRANO <masanorihirano@users.noreply.github.com>
Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Co-authored-by: GitHub Actions <action@github.com>
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Default parameter for init_state in heston process
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