Advances in Continuous and Discrete Models

Theory and Modern Applications

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

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