ResearchDatasetsRealistic optionsRealistic optionsFollowBenchmarksTaskDatasetSOTA methodSortMost resultsRecently updatedMost papersApplyTaskDatasetSOTA resultTrendResultsVolatility Surface EstimationRealistic options outlier data set (out-of-sample)3.6MAPE (0.5% Quantile)4
Volatility Surface EstimationRealistic options outlier data set (out-of-sample)3.6MAPE (0.5% Quantile)4