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Table 4 Mean squared errors of call option prices obtained by four different models for the NASDAQ-100 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 2874.4643 2229.2508 4901.8061 214.9527
Put options 4218.2402 4051.7451 4356.3951 440.1807