| 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 |