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Option Pricing on XOP τ=56d 2020Q2 (Whole sample)

3.76IVRMSE

SV

3.32086.28549.2512.2146Feb 1, 2026
Updated 2mo ago

Evaluation Results

MethodLinks
2026.02
3.76
2026.02
3.79
2026.02
6.88
2026.02
7.21
2026.02
14.74