Fig. 8From: A new logistic-type model for pricing European optionsPercentage of simulated price process that showed significant autocorrelations different from zero using a \(95~\%\) confidence interval with a fixed number of lags \(L=20\). Each point represents a different set of parameters for the linear model calibrated from the \(S \& P500\) option prices at every Tuesday of each of the 52 weeks starting at Dec-5-2007Back to article page