Parameter

Sign of derivative of C ( t , x )

w.r.t parameter

Sign of derivative of

r ( t , x ) w.r.t parameter

k 1

Positive

Negative

k 2

Positive if C ( t , x ) > 1 2 k 2 negative if C ( t , x ) < 1 2 k 2

NA

v 0

Zero

Negative

D

Zero

Positive