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Table 2. Parameter estimates for the SV model with option pricing error ES1
Table 3. Parameter estimates for the SV model with option pricing error ES2
Table 5. Parameter estimates for the SV model with option pricing error ES4
Table 7. The number of European call and put options written on the S&P 500 Index that remain in the filtered dataset, tabulated by moneyness(index value over the option strike price) and maturity (days)
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