Figure 10
Numerical illustration of the correlation function and its derivative for the parameters S0 = 1, μ = 0.07, T = 0.3, σ = 0.15, Λ = 1.1, λ = 1.5, θasset = 0.4 Refer to the image caption for details.

Numerical illustration of the correlation function and its derivative for the parameters S0 = 1, μ = 0.07, T = 0.3, σ = 0.15, Λ = 1.1, λ = 1.5, θasset = 0.4

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