Share your thoughts, 1 month free Claude Pro on us
See more
Home
/
Benchmarks
Option Pricing Accuracy on XOP Whole sample 28d maturity 2025Q2
Loading...
6.48
IVRMSE
JD
6.0848
8.7524
11.42
14.0876
Feb 1, 2026
IVRMSE
Updated 2mo ago
Evaluation Results
Method
Method
Links
IVRMSE
JD
Maturity=28d
2026.02
6.48
SV
Maturity=28d
2026.02
7.33
BS
Maturity=28d
2026.02
10.61
QLBS
Maturity=28d
2026.02
11.12
RLOP
Maturity=28d
2026.02
16.36
Feedback
Search any
task
Search any
task