Advances in Continuous and Discrete Models

Theory and Modern Applications

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

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