Figure 9From: Modelling stochastic correlation BS parameters: \(\pmb{K=80}\) , \(\pmb{S_{0}=100}\) , \(\pmb{R_{0}=1}\) , \(\pmb{r_{d}=0.05}\) , \(\pmb{r_{e}=0.03}\) , \(\pmb{\sigma_{S}=0.2}\) , \(\pmb{\sigma_{R}=0.4}\) , SCP parameters: \(\pmb{\kappa=7.937}\) , \(\pmb{\mu=0.1}\) , \(\pmb{\sigma=1.186}\) and \(\pmb{\rho_{0}=-0.6}\) . Back to article page