Skip to main content

Theory and Modern Applications

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