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Table 1 Mean squared errors of option prices obtained by four different models for the 1/100 Dow Jones Industrial Average option prices

From: European option pricing model with generalized Ornstein–Uhlenbeck process under stochastic earning yield and stochastic dividend yield

Model BSC CDC SDC SEC
Call options 40.2322 38.9655 39.4315 19.4551
Put options 8.1210 7.9447 8.0101 5.7794