Question: Use at least two models from Binomial model, BSM model, Bachelier model to price the S & P 500 index option. Make a statistical comparion
Use at least two models from Binomial model, BSM model, Bachelier model to price the S & P 500 index option.
Make a statistical comparion between the theoretical price with the market price provided in the dataset. You need not use all the data in the dataset.
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