Galati, Gabriele; Higgins, Patrick; Humpage, Owen F.; … - 2006
next month, and 't is the number of calendar days between two business days after the
date the option price is quoted and … two business days after the day in the next month that is the
same as that on which the option price is quoted. The … strangle and risk-reversal for every business day from January 24, 1996 through
November 4, 2005. As mentioned above, an …