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Likelihood Approximation on Heston model 19 (test)
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0.0003
Relative Log-LH Error (mu*)
NF
-0.00006
0.00237
0.0048
0.00723
Jun 3, 2026
Relative Log-LH Error (mu*)
Mean Relative Log-LH Error (Test Batch)
Std Dev of Mean Relative Log-LH Error
Median Relative Log-LH Error (Test Batch)
Updated 1mo ago
Evaluation Results
Method
Method
Links
Relative Log-LH Error (mu*)
Mean Relative Log-LH Error (Test Batch)
Std Dev of Mean Relative Log-LH Error
Median Relative Log-LH Error (Test Batch)
NF
Delta=0.5, N_test=100
2026.06
0.0003
0.063
0.012
0.013
A.-S.
Delta=0.5, N_test=100
2026.06
0.0064
0.401
0.078
0.193
Itô-Taylor
Delta=0.5, N_test=100
2026.06
0.0093
0.361
0.089
0.064
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