Fig. 2From: A new logistic-type model for pricing European optionsImplied volatility on February 6th, 2008 using market data, the model proposed on Eq. (7), and the Heston Model for different maturities. Mat: 0.12 (upper/left), 0.2 (upper/right), 0.37 (bottom/left) and 0.62 (bottom/right) yearsBack to article page