Skip to main content

Table 2 Correlation parameters

From: A novel stochastic modeling framework for coal production and logistics through options pricing analysis

 

Highash

Lowash diff

Forex

Vol of vol

Highash

1

0.2

0.4

0.5

Lowash diff

0.2

1

0

0.5

Forex

0.4

0

1

0.5

Vol of vol

0.5

0.5

0.5

1

Back to article page