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Mathematical Problems in Engineering
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Special Issues
Mathematical Problems in Engineering
/
2016
/
Article
/
Tab 3
/
Research Article
Improved Maximum Likelihood Estimation of Heston Model and Pricing Efficiency Test: Hong Kong Hang Seng Index Option
Table 3
Options pricing error.
ā
Average absolute error (
)
3.66%
9.23%
10.07%
Average relative error (
)
3.30%
ā1.18%
3.35%