Theory and Modern Applications
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
2874.4643
2229.2508
4901.8061
214.9527
Put options
4218.2402
4051.7451
4356.3951
440.1807