Option Pricing on SPY 2020Q1 τ=56d (Whole sample)
1.23IVRMSEJD
Evaluation results
| Method | Links | |
|---|---|---|
| JDMoneyness=Whole sample, Evaluation protocol=Equal-day2026.02 | 1.23 | |
| SVMoneyness=Whole sample, Evaluation protocol=Equal-day2026.02 | 2.27 | |
| BSMoneyness=Whole sample, Evaluation protocol=Equal-day2026.02 | 6.55 | |
| RLOPMoneyness=Whole sample, Evaluation protocol=Equal-day2026.02 | 8.41 | |
| QLBSMoneyness=Whole sample, Evaluation protocol=Equal-day2026.02 | 8.73 |