Date | Actual price | Standard B-S | Improved B-S | ||
Option price | Error rate | Option price | Error rate | ||
2018/1/25 | 0.12 | 0.169186299 | 40.99% | 0.128781871 | 7.32% |
2018/1/26 | 0.1229 | 0.178211382 | 45.01% | 0.134623817 | 9.54% |
2018/1/29 | 0.0927 | 0.157544229 | 69.95% | 0.113674813 | 22.63% |
2018/1/30 | 0.0805 | 0.144597953 | 79.62% | 0.12113983 | 50.48% |
2018/1/31 | 0.095 | 0.158903813 | 67.27% | 0.139329606 | 46.66% |
2018/2/1 | 0.1008 | 0.167546765 | 66.22% | 0.149361631 | 48.18% |
2018/2/2 | 0.1085 | 0.172595829 | 59.07% | 0.14866564 | 37.02% |
2018/2/5 | 0.1233 | 0.187206804 | 51.83% | 0.155827127 | 26.38% |
2018/2/6 | 0.1128 | 0.161228857 | 42.93% | 0.133210184 | 18.09% |
2018/2/7 | 0.0875 | 0.132126905 | 51.00% | 0.132608954 | 51.55% |
Mean absolute error rate | - | - | 57.39% | - | 31.79% |