Model | Parameters | ||||||
| H |
|
|
|
| MSE | |
HH | 0.603 | 0.7 | 0.043 | 0.424 | 0.227 | 0.516 | 1.896e−05 |
Heston | 0.629 | - | 0.03667 | 0.955 | 0.132 | 0.259 | 1.926e−05 |
BSH | 0.274 | 0.7 |
|
|
|
| 4.378e−05 |
BS | 0.196 |
|
|
|
|
| 4.067e−05 |