Theory and Modern Applications
From: European option pricing model with generalized Ornstein–Uhlenbeck process under stochastic earning yield and stochastic dividend yield
Model
BSC
CDC
SDC
SEC
Call options
6395.5434
5399.4494
6067.9173
2592.8771
Put options
1663.2853
1430.8668
1586.2697
361.0587