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Option Pricing on SPY 2020Q1 τ=14d (Whole sample)

5.53IVRMSE

JD

5.24647.16079.07510.9893Feb 1, 2026
Updated 2mo ago

Evaluation Results

MethodLinks
2026.02
5.53
2026.02
7.47
2026.02
9.15
2026.02
10.74
2026.02
12.62