Erratum to: Market Lett

DOI 10.1007/s11002-009-9074-5

In the original version of this article, Equation 4 was displayed incorrectly. The corrected version is given below.

$$ = \sqrt {\begin{array}{*{20}c} {s_{1414} + DT^2 \times s_{1616} + PI^2 \times s_{1717} + DT^2 \times PI^2 \times s_{1818} + 2 \times DT \times s_{1416} } \hfill \\ { + 2 \times PI \times s_{1417} \, + 2 \times DT \times P \times s_{1418} + 2 \times DT \times PI \times s_{1617} + 2 \times PI} \hfill \\ { \times DT^2 \times s_{1618} + 2 \times PI^2 \times DT \times s_{1718} } \hfill \\ \end{array} } $$
(4)