Division (6) The parameters, μ 2, ω 1 and ω 2 shall be equal to the following:F1
United Kingdom Repealed
where:
- (a)
N denotes the cumulative probability function of the normal distribution;
- (b)
ln denotes the natural logarithm;
- (c)
the parameters θ and η are equal to the following:
.
Annotations
Textual amendments
- F1
Regulation revoked (30.6.2024 for the revocation of Arts. 52-54; 31.12.2024 in so far as not already in force) by Financial Services and Markets Act 2023 (c. 29), s. 86(3), Sch. 1 Pt. 3 (with s. 1(4)); S.I. 2023/1382, reg. 5(c)(i); S.I. 2024/620, Sch. (with savings in relation to a Gibraltar group or a Gibraltar undertaking in S.I. 2024/1083, reg. 3)