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