Figure 4 Numerical illustration of the... | Emerald Publishing

Figure 4

Numerical illustration of the correlation and the derivative of correlation with parameters S0=1,μˆ=0.07,T=0.3,σˆ=0.15,Λ=1.1,B=Bˆ=0.97 Refer to the image caption for details.

Numerical illustration of the correlation and the derivative of correlation with parameters $S_{0} = 1, \hat{μ} = 0.07, T = 0.3, \hat{σ} = 0.15, Λ = 1.1, B = \hat{B} = 0.97$

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