M mizhael Feb 25, 2011 #1 Is there a fixed business day convention for options on WTI? or is there a fixed relative business day convention for WTI options that is related to the expiry date of WTI futures? thanks a lot!
Is there a fixed business day convention for options on WTI? or is there a fixed relative business day convention for WTI options that is related to the expiry date of WTI futures? thanks a lot!