Option Pricing on XOP τ=56d 2020Q2 (Whole sample)
3.76IVRMSESV
Evaluation results
| Method | Links | |
|---|---|---|
| SVMoneyness=Whole sample, Evaluation protocol=Equal-day2026.02 | 3.76 | |
| JDMoneyness=Whole sample, Evaluation protocol=Equal-day2026.02 | 3.79 | |
| BSMoneyness=Whole sample, Evaluation protocol=Equal-day2026.02 | 6.88 | |
| QLBSMoneyness=Whole sample, Evaluation protocol=Equal-day2026.02 | 7.21 | |
| RLOPMoneyness=Whole sample, Evaluation protocol=Equal-day2026.02 | 14.74 |