For the correlation w = 0.000001, and for the volatilities co = 0.000003. If the prices of

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For the correlation w = 0.000001, and for the volatilities co = 0.000003. If the prices of the two assets at close of trading today are $31 and $51, how is the correlation estimate updated?

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Options Futures And Other Derivatives

ISBN: 9780130090560

5th Edition

Authors: John C. Hull

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Question Posted: Oct 18, 2024 07:03 AM

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For the correlation w = 0.000001, and for the volatilities co = 0.000003. If the prices of the two assets at close of trading today are $31 and $51, how is the correlation estimate updated?
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For the correlation w = 0.000001, and for the volatilities co = 0.000003. If the prices of

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Options Futures And Other Derivatives

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