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Table 3 Mean squared errors of call option prices obtained by four different models for the Russell 2000 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 6395.5434 5399.4494 6067.9173 2592.8771
Put options 1663.2853 1430.8668 1586.2697 361.0587