t = 3 T / 2
d = 1.070
d = 1.072
d = 1.074
d = 1.076
d = 1.078
σ = 1
λ 1 = − 0 .95834543
λ 1 = − 0 .94886642
λ 1 = − 1 .00725460
λ 1 = − 1 .07381880
λ 1 = − 1 .06769502
σ = 1.5
λ 1 = − 1 .00161960
λ 1 = − 1 .01224737
λ 1 = − 1 .02952835
λ 1 = − 1 .09933943
λ 1 = − 1 .05862038
σ = 2
λ 1 = − 1 .05786884
λ 1 = − 1 .15283456
λ 1 = − 1 .16418195
λ 1 = − 1 .26534072
λ 1 = − 1 .43574075
σ = 2.5
λ 1 = − 1 .23593425
λ 1 = − 1 .26714600
λ 1 = − 1 .57504253
λ 1 = − 1 .39731027
λ 1 = − 1 .41419391