ocr: 12 - A 08 e 4 0 00 04 02 0 812 002 -004 0:00 0.08 01 0.12 014 0.18 0,18 02 04 Param etert Figure 4: Comparative Stotics for two asset classes A and B where one parameter Parameterl)of the model is varied. The two classes do not sehave similarly across the rainge of the parameter.