ϕ = 10 3 S

n

10

50

100

200

Merton

Mean

0.3125

0.2967

0.3027

0.2980

RMSE

0.0787

0.0342

0.0238

0.0161

Kou

Mean

0.2881

0.2997

0.2985

0.3012

RMSE

0.0682

0.0298

0.0246

0.0242