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

16.39IVRMSE

JD

16.04818.356520.66522.9735Feb 1, 2026
Updated 2mo ago

Evaluation Results

MethodLinks
2026.02
16.39
2026.02
18.77
2026.02
18.87
2026.02
20.39
2026.02
24.94