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ResearchFormerly WizWand

Option Pricing on XOP 2020Q1 (τ=14d, Whole sample)

16.39IVRMSEJD
16.04818.356520.66522.9735Feb 1, 2026
Updated 7mo ago

Evaluation results

MethodLinks
JD2026.0216.39
BS2026.0218.77
SV2026.0218.87
QLBS2026.0220.39
RLOP2026.0224.94