| 到期日 | 模型 | $\sigma^Q$ | $\lambda^Q$ | $\mu^Q$ | $\delta^Q$ | RMSE | | $T_1=0.038$ | Merton模型 | 0.0656 | 8.2454 | -0.0341 | 0.0440 | 0.8416 | | Black-Scholes模型 | 0.1247 | | | | 2.8718 | | $T_2=0.115$ | Merton模型 | 0.0520 | 5.9989 | -0.0388 | 0.0396 | 0.3094 | | Black-Scholes模型 | 0.1136 | | | | 4.9638 | | $T_3=0.211$ | Merton模型 | 0.0648 | 1.6550 | -0.0998 | 0.0176 | 0.2825 | | Black-Scholes模型 | 0.1164 | | | | 6.2999 | | $T_4=0.460$ | Merton模型 | 0.0662 | 0.8905 | -0.1412 | 0.0467 | 0.5395 | | Black-Scholes模型 | 0.1252 | | | | 11.9545 |
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