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Table 1 Error statistics for the calibration procedure on the average relative percentage error for the linear model Eq. (7) and the Heston model

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

  Complete set Closest maturity options
Linear model (%) Heston model (%) Linear model (%) Heston model (%)
Mean 7.70 7.81 7.76 7.65
Stand. dev. 2.39 3.43 2.81 4.20