Rho
Key Rho in G2 Model refers to the correlation between the two wiener processes w1 and w2 following the SDEs:
dx = -axdt + σdw1
dy = -bydt + ηdw2
Key Rho in G2 Model refers to the correlation between the two wiener processes w1 and w2 following the SDEs:
dx = -axdt + σdw1
dy = -bydt + ηdw2