Mathematical Problems in Engineering / 2020 / Article / Tab 4

Research Article

Estimation of Tail Risk and Moments Using Option Prices with a Novel Pricing Model under a Distorted Lognormal Distribution

Table 4

Second range moment for .

k
NSONSDISDINSONSDISDI

10.07620.07610.07600.07130.07070.0574
20.07650.07590.07570.07200.07060.0574
30.07730.07610.07590.07250.07070.0575
40.07800.07540.07480.07430.07040.0575
50.09070.08770.08770.07660.07090.0579
60.08060.07550.07440.07770.07070.0575

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