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Fig. 8 | SpringerPlus

Fig. 8

From: A new logistic-type model for pricing European options

Fig. 8

Percentage 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-5-2007

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