那个不是算出来的，是从历史数据中分析主来的。

说起来很麻烦，有很多方法，俺也不太懂。

我也想问，要不谁有vasicek 1977的那篇论文发上来看看么

The parameters are determined by calibrating the model to market data. They cannot be inferred from historical data, because all short rate models are with respect to the risk neutral measure, but historical data are in the real world, i.e. under the real world or historical measure.

It is equivalent to assume the subjective short-rate process has the form of Ornstein-Uhlenbeck process and the market price is contant.

太感谢了太感谢了