Option Pricing on XOP 2020Q1 (τ=56d, Whole sample)
3.18IVRMSESV
Evaluation results
| Method | Links | |
|---|---|---|
| SVMoneyness=Whole sample, Evaluation protocol=Equal-day2026.02 | 3.18 | |
| JDMoneyness=Whole sample, Evaluation protocol=Equal-day2026.02 | 3.34 | |
| BSMoneyness=Whole sample, Evaluation protocol=Equal-day2026.02 | 5.94 | |
| QLBSMoneyness=Whole sample, Evaluation protocol=Equal-day2026.02 | 6.01 | |
| RLOPMoneyness=Whole sample, Evaluation protocol=Equal-day2026.02 | 19.91 |