Multiple parameters estimation on rHeston length 500 (test)
0.391Average RMSE
SigMA
Updated 1mo ago
Evaluation Results
| Method | Links | ||||
|---|---|---|---|---|---|
2025.12 | 0.391 | 1.286 | 0.402 | 0.161 | |
2025.12 | 0.398 | 1.332 | 0.415 | 0.164 | |
2025.12 | 0.406 | 1.258 | 0.413 | 0.168 | |
2025.12 | 0.499 | 1.061 | 0.525 | 0.247 | |
2025.12 | 0.612 | 1.691 | 0.634 | 0.312 |