Share your thoughts, 1 month free Claude Pro on usSee more
WorkDL logo mark

Option Pricing on XOP 2020Q1 (τ=56d, Whole sample)

3.18IVRMSE

SV

2.51087.027911.54516.0621Feb 1, 2026
Updated 2mo ago

Evaluation Results

MethodLinks
2026.02
3.18
2026.02
3.34
2026.02
5.94
2026.02
6.01
2026.02
19.91