Option Pricing on SPY 2020Q2 τ=56d
4.36IVRMSESV
Evaluation Results
| Method | Links | |
|---|---|---|
| SVMoneyness=Whole sample, Evaluation protocol=Equal-day2026.02 | 4.36 | |
| JDMoneyness=Whole sample, Evaluation protocol=Equal-day2026.02 | 6.06 | |
| RLOPMoneyness=Whole sample, Evaluation protocol=Equal-day2026.02 | 7.05 | |
| QLBSMoneyness=Whole sample, Evaluation protocol=Equal-day2026.02 | 7.44 | |
| BSMoneyness=Whole sample, Evaluation protocol=Equal-day2026.02 | 9.27 |