Advances in Continuous and Discrete Models

Theory and Modern Applications

Table 2 Mean squared errors of call option prices obtained by four different models for the Standard and Poor 500 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	33.2921	28.7806	28.1293	21.7287
Put options	756.4057	652.3046	717.5044	552.8234

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