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Table 1xx0ξC(t) × 10−7
Fig. 1. Values of the GOB options �t(DB→TDC) (—) and �t(DC→TDB) (- - - -) as functions of the volatility parameter σ r (a), σ p (b), σ g (c),σ s (d).
Fig. 2. Values of the GOB options �t(DB→TDC) (—) and �t(DC→TDB) (- - - -) as functions of the correlation coefficient ρrp (a), ρrg (b), ρ(c).pg

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