PUT | ||||
Strike | Case 1 | Case 2 | Case 3 | Case 4 |
95 | Power | Power | Legendre | Laguerre |
100 | Hermite A | Hermite A | Hermite A | Legendre |
105 | Hermite A | Hermite A | Legendre | Hermite A |
CALL | ||||
Strike | Case 1 | Case 2 | Case 3 | Case 4 |
95 | Power | Hermite A | Power | Legendre |
100 | Power | Power | Power | Legendre |
105 | Legendre | Hermite A | Legendre | Hermite A |