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## MY FRACTIONAL MODEL IS SUPERIOR TO HESTON MODEL AFTER ALL

So the model is a stochastic volatility model that includes long-memory in volatility via a time-fractional stochastic differential equation.  It’s a generalization of Heston’s model and uses his method to produce a closed form solution.

$dS/S = \mu dt + \sqrt{V(t)} dw^1(t)$

$D^{\alpha}_t V(t) = \kappa ( V_T - V(t)) + \sigma \sqrt{V(t)} dw^2(t)$

with $\rho = \langle dw^1(t), dw^2(t) \rangle$.  Heston solves the Garman’s PDE for the characteristic function with solution with $x=\log(S)$
$exp( C(t) + D(t)V + i\phi x)$

and finds that the PDE decouples to a couple of ordinary differential equations for $(C,D)$.  Time-fractional stochastic volatility can use the same formal solution with $D(t)$ replaced by $\tilde{D}(t)/S_{\alpha}(t)$ where

$S_{\alpha}(t) = \kappa t^{\alpha-1] E_{\alpha,\alpha}(-\kappa t^\alpha)$

In order for this to be an interesting scientific model, it would be nice if we can check that we can use time-fractional parameter computed directly from the return series produces a model that improves upon Heston model on actual volatility surfaces.  So how do we estimate the time-fractional parameter?  We use Cahoy-Uchaikin-Woyczynski estimator for the $\nu$ parameter for the log-returns: it is

$\hat{\nu} = \frac{\pi}{\sqrt{3(\sigma_{\log(T)}^2 + \pi^2/6)}}$

We use $\alpha = \hat{\nu}/2$.  Then we fix this and optimize the other parameters $(\rho,\kappa,v_0,v_T,\sigma)$ for both this Zulf model and the Heston model.  We find that the Zulf model fits volatility surfaces better.

[1] "Stock,StartDate,FinishDate,HestonMean,fracHestonMean,TtestPValue"
[1] "Completed Heston calibration"
[1] "In LMHeston calibration"
[1] -0.549764606  0.077765934  0.828459120  0.146604238 -0.001932718
[1] "S=12.52 X=5.00 log(MN)=0.918 tau=0.032 mkt=7.55 heston=7.52 relerr=0.0038 abserr=0.028 "
[1] "S=12.52 X=7.50 log(MN)=0.512 tau=0.032 mkt=5.05 heston=5.02 relerr=0.0055 abserr=0.028 "
[1] "S=12.52 X=10.00 log(MN)=0.225 tau=0.032 mkt=2.60 heston=2.55 relerr=0.0204 abserr=0.053 "
[1] "S=12.52 X=12.50 log(MN)=0.002 tau=0.032 mkt=0.60 heston=0.63 relerr=0.0446 abserr=0.027 "
[1] "S=12.52 X=15.00 log(MN)=-0.181 tau=0.032 mkt=0.08 heston=0.04 relerr=0.4019 abserr=0.030 "
[1] "S=12.52 X=17.50 log(MN)=-0.335 tau=0.032 mkt=0.03 heston=0.00 relerr=0.9671 abserr=0.024 "
[1] "S=12.52 X=20.00 log(MN)=-0.468 tau=0.032 mkt=0.03 heston=0.00 relerr=0.9998 abserr=0.025 "
[1] "S=12.52 X=22.50 log(MN)=-0.586 tau=0.032 mkt=0.03 heston=0.00 relerr=1.0000 abserr=0.025 "
[1] "S=12.52 X=25.00 log(MN)=-0.692 tau=0.032 mkt=0.03 heston=0.00 relerr=1.0000 abserr=0.025 "
[1] "S=12.52 X=27.50 log(MN)=-0.787 tau=0.032 mkt=0.03 heston=-0.00 relerr=1.0000 abserr=0.025 "
[1] "S=12.52 X=30.00 log(MN)=-0.874 tau=0.032 mkt=0.03 heston=0.00 relerr=1.0000 abserr=0.025 "
[1] "S=12.52 X=5.00 log(MN)=0.918 tau=0.143 mkt=7.55 heston=7.53 relerr=0.0029 abserr=0.022 "
[1] "S=12.52 X=7.50 log(MN)=0.512 tau=0.143 mkt=5.20 heston=5.07 relerr=0.0244 abserr=0.127 ***"
[1] "S=12.52 X=10.00 log(MN)=0.225 tau=0.143 mkt=3.03 heston=2.88 relerr=0.0463 abserr=0.140 ***"
[1] "S=12.52 X=12.50 log(MN)=0.002 tau=0.143 mkt=1.40 heston=1.32 relerr=0.0573 abserr=0.080 "
[1] "S=12.52 X=15.00 log(MN)=-0.181 tau=0.143 mkt=0.50 heston=0.48 relerr=0.0455 abserr=0.023 "
[1] "S=12.52 X=17.50 log(MN)=-0.335 tau=0.143 mkt=0.17 heston=0.14 relerr=0.2150 abserr=0.038 "
[1] "S=12.52 X=20.00 log(MN)=-0.468 tau=0.143 mkt=0.07 heston=0.03 relerr=0.5706 abserr=0.043 "
[1] "S=12.52 X=22.50 log(MN)=-0.586 tau=0.143 mkt=0.05 heston=0.01 relerr=0.8728 abserr=0.044 "
[1] "S=12.52 X=25.00 log(MN)=-0.692 tau=0.143 mkt=0.05 heston=0.00 relerr=0.9780 abserr=0.049 "
[1] "S=12.52 X=27.50 log(MN)=-0.787 tau=0.143 mkt=0.03 heston=0.00 relerr=0.9930 abserr=0.025 "
[1] "S=12.52 X=30.00 log(MN)=-0.874 tau=0.143 mkt=0.03 heston=0.00 relerr=0.9990 abserr=0.025 "
[1] "S=12.52 X=5.00 log(MN)=0.918 tau=0.282 mkt=7.60 heston=7.56 relerr=0.0059 abserr=0.045 "
[1] "S=12.52 X=7.50 log(MN)=0.512 tau=0.282 mkt=5.30 heston=5.23 relerr=0.0130 abserr=0.069 "
[1] "S=12.52 X=10.00 log(MN)=0.225 tau=0.282 mkt=3.40 heston=3.28 relerr=0.0359 abserr=0.122 ***"
[1] "S=12.52 X=12.50 log(MN)=0.002 tau=0.282 mkt=1.90 heston=1.85 relerr=0.0270 abserr=0.051 "
[1] "S=12.52 X=15.00 log(MN)=-0.181 tau=0.282 mkt=0.95 heston=0.94 relerr=0.0109 abserr=0.010 "
[1] "S=12.52 X=17.50 log(MN)=-0.335 tau=0.282 mkt=0.45 heston=0.43 relerr=0.0371 abserr=0.017 "
[1] "S=12.52 X=20.00 log(MN)=-0.468 tau=0.282 mkt=0.20 heston=0.18 relerr=0.0831 abserr=0.017 "
[1] "S=12.52 X=22.50 log(MN)=-0.586 tau=0.282 mkt=0.10 heston=0.07 relerr=0.2763 abserr=0.028 "
[1] "S=12.52 X=25.00 log(MN)=-0.692 tau=0.282 mkt=0.05 heston=0.03 relerr=0.4572 abserr=0.023 "
[1] "S=12.52 X=27.50 log(MN)=-0.787 tau=0.282 mkt=0.05 heston=0.01 relerr=0.8028 abserr=0.040 "
[1] "S=12.52 X=30.00 log(MN)=-0.874 tau=0.282 mkt=0.05 heston=0.00 relerr=0.9295 abserr=0.046 "
[1] "S=12.52 X=5.00 log(MN)=0.918 tau=0.643 mkt=7.75 heston=7.74 relerr=0.0019 abserr=0.015 "
[1] "S=12.52 X=7.50 log(MN)=0.512 tau=0.643 mkt=5.75 heston=5.71 relerr=0.0065 abserr=0.037 "
[1] "S=12.52 X=10.00 log(MN)=0.225 tau=0.643 mkt=4.05 heston=4.06 relerr=0.0019 abserr=0.008 "
[1] "S=12.52 X=12.50 log(MN)=0.002 tau=0.643 mkt=2.72 heston=2.78 relerr=0.0188 abserr=0.051 "
[1] "S=12.52 X=15.00 log(MN)=-0.181 tau=0.643 mkt=1.75 heston=1.83 relerr=0.0474 abserr=0.083 "
[1] "S=12.52 X=17.50 log(MN)=-0.335 tau=0.643 mkt=1.10 heston=1.17 relerr=0.0647 abserr=0.071 "
[1] "S=12.52 X=20.00 log(MN)=-0.468 tau=0.643 mkt=0.68 heston=0.73 relerr=0.0788 abserr=0.053 "
[1] "S=12.52 X=22.50 log(MN)=-0.586 tau=0.643 mkt=0.40 heston=0.44 relerr=0.1100 abserr=0.044 "
[1] "S=12.52 X=25.00 log(MN)=-0.692 tau=0.643 mkt=0.25 heston=0.27 relerr=0.0711 abserr=0.018 "
[1] "S=12.52 X=27.50 log(MN)=-0.787 tau=0.643 mkt=0.15 heston=0.16 relerr=0.0738 abserr=0.011 "
[1] "S=12.52 X=30.00 log(MN)=-0.874 tau=0.643 mkt=0.10 heston=0.10 relerr=0.0276 abserr=0.003 "
[1] "S=12.52 X=5.00 log(MN)=0.918 tau=1.365 mkt=8.10 heston=8.21 relerr=0.0139 abserr=0.112 ***"
[1] "S=12.52 X=7.50 log(MN)=0.512 tau=1.365 mkt=6.40 heston=6.54 relerr=0.0213 abserr=0.136 ***"
[1] "S=12.52 X=10.00 log(MN)=0.225 tau=1.365 mkt=5.00 heston=5.14 relerr=0.0276 abserr=0.138 ***"
[1] "S=12.52 X=12.50 log(MN)=0.002 tau=1.365 mkt=3.80 heston=3.99 relerr=0.0489 abserr=0.186 ***"
[1] "S=12.52 X=15.00 log(MN)=-0.181 tau=1.365 mkt=2.90 heston=3.05 relerr=0.0523 abserr=0.152 ***"
[1] "S=12.52 X=17.50 log(MN)=-0.335 tau=1.365 mkt=2.15 heston=2.31 relerr=0.0744 abserr=0.160 ***"
[1] "S=12.52 X=20.00 log(MN)=-0.468 tau=1.365 mkt=1.60 heston=1.74 relerr=0.0844 abserr=0.135 ***"
[1] "S=12.52 X=25.00 log(MN)=-0.692 tau=1.365 mkt=0.88 heston=0.98 relerr=0.1161 abserr=0.102 ***"
[1] "S=12.52 X=30.00 log(MN)=-0.874 tau=1.365 mkt=0.50 heston=0.56 relerr=0.1265 abserr=0.063 "
[1] "S=12.52 X=35.00 log(MN)=-1.028 tau=1.365 mkt=0.30 heston=0.34 relerr=0.1255 abserr=0.038 "
[1] "S=12.52 X=40.00 log(MN)=-1.162 tau=1.365 mkt=0.20 heston=0.21 relerr=0.0535 abserr=0.011 "
[1] "S=12.52 X=45.00 log(MN)=-1.279 tau=1.365 mkt=0.12 heston=0.14 relerr=0.0913 abserr=0.011 "
[1] "S=12.52 X=50.00 log(MN)=-1.385 tau=1.365 mkt=0.07 heston=0.09 relerr=0.2167 abserr=0.016 "
[1] "S=12.52 X=55.00 log(MN)=-1.480 tau=1.365 mkt=0.07 heston=0.06 relerr=0.1623 abserr=0.012 "
[1] "S=12.52 X=60.00 log(MN)=-1.567 tau=1.365 mkt=0.07 heston=0.04 relerr=0.4086 abserr=0.031 "
[1] "S=12.52 X=65.00 log(MN)=-1.647 tau=1.365 mkt=0.05 heston=0.03 relerr=0.3596 abserr=0.018 "
[1] "S=12.52 X=70.00 log(MN)=-1.721 tau=1.365 mkt=0.05 heston=0.02 relerr=0.5286 abserr=0.026 "
[1] "S=12.52 X=75.00 log(MN)=-1.790 tau=1.365 mkt=0.05 heston=0.02 relerr=0.6468 abserr=0.032 "
[1] "S=12.52 X=80.00 log(MN)=-1.855 tau=1.365 mkt=0.05 heston=0.01 relerr=0.7313 abserr=0.037 "
[1] "S=12.52 X=85.00 log(MN)=-1.915 tau=1.365 mkt=0.05 heston=0.01 relerr=0.7927 abserr=0.040 "
[1] "S=12.52 X=90.00 log(MN)=-1.972 tau=1.365 mkt=0.05 heston=0.01 relerr=0.8379 abserr=0.042 "
[1] "S=12.52 X=5.00 log(MN)=0.918 tau=2.810 mkt=8.70 heston=9.03 relerr=0.0379 abserr=0.329 ***"
[1] "S=12.52 X=7.50 log(MN)=0.512 tau=2.810 mkt=7.35 heston=7.69 relerr=0.0457 abserr=0.336 ***"
[1] "S=12.52 X=10.00 log(MN)=0.225 tau=2.810 mkt=6.20 heston=6.51 relerr=0.0501 abserr=0.311 ***"
[1] "S=12.52 X=15.00 log(MN)=-0.181 tau=2.810 mkt=4.45 heston=4.59 relerr=0.0314 abserr=0.140 ***"
[1] "S=12.52 X=20.00 log(MN)=-0.468 tau=2.810 mkt=3.25 heston=3.20 relerr=0.0166 abserr=0.054 "
[1] "S=12.52 X=25.00 log(MN)=-0.692 tau=2.810 mkt=2.33 heston=2.26 relerr=0.0273 abserr=0.064 "
[1] "S=12.52 X=5.00 log(MN)=0.918 tau=0.032 mkt=7.55 fracheston=7.52 relerr=0.0038 abserr=0.028 "
[1] "S=12.52 X=7.50 log(MN)=0.512 tau=0.032 mkt=5.05 fracheston=5.02 relerr=0.0055 abserr=0.028 "
[1] "S=12.52 X=10.00 log(MN)=0.225 tau=0.032 mkt=2.60 fracheston=2.54 relerr=0.0230 abserr=0.060 "
[1] "S=12.52 X=12.50 log(MN)=0.002 tau=0.032 mkt=0.60 fracheston=0.55 relerr=0.0752 abserr=0.045 "
[1] "S=12.52 X=15.00 log(MN)=-0.181 tau=0.032 mkt=0.08 fracheston=0.03 relerr=0.5769 abserr=0.043 "
[1] "S=12.52 X=17.50 log(MN)=-0.335 tau=0.032 mkt=0.03 fracheston=0.01 relerr=0.7175 abserr=0.018 "
[1] "S=12.52 X=20.00 log(MN)=-0.468 tau=0.032 mkt=0.03 fracheston=0.00 relerr=0.9999 abserr=0.025 "
[1] "S=12.52 X=22.50 log(MN)=-0.586 tau=0.032 mkt=0.03 fracheston=-0.00 relerr=1.0000 abserr=0.025 "
[1] "S=12.52 X=25.00 log(MN)=-0.692 tau=0.032 mkt=0.03 fracheston=0.00 relerr=1.0000 abserr=0.025 "
[1] "S=12.52 X=27.50 log(MN)=-0.787 tau=0.032 mkt=0.03 fracheston=0.00 relerr=1.0000 abserr=0.025 "
[1] "S=12.52 X=30.00 log(MN)=-0.874 tau=0.032 mkt=0.03 fracheston=0.00 relerr=1.0000 abserr=0.025 "
[1] "S=12.52 X=5.00 log(MN)=0.918 tau=0.143 mkt=7.55 fracheston=7.53 relerr=0.0029 abserr=0.022 "
[1] "S=12.52 X=7.50 log(MN)=0.512 tau=0.143 mkt=5.20 fracheston=5.06 relerr=0.0260 abserr=0.135 ***"
[1] "S=12.52 X=10.00 log(MN)=0.225 tau=0.143 mkt=3.03 fracheston=2.84 relerr=0.0621 abserr=0.188 ***"
[1] "S=12.52 X=12.50 log(MN)=0.002 tau=0.143 mkt=1.40 fracheston=1.23 relerr=0.1218 abserr=0.170 ***"
[1] "S=12.52 X=15.00 log(MN)=-0.181 tau=0.143 mkt=0.50 fracheston=0.40 relerr=0.1939 abserr=0.097 "
[1] "S=12.52 X=17.50 log(MN)=-0.335 tau=0.143 mkt=0.17 fracheston=0.11 relerr=0.3955 abserr=0.069 "
[1] "S=12.52 X=20.00 log(MN)=-0.468 tau=0.143 mkt=0.07 fracheston=0.02 relerr=0.6858 abserr=0.051 "
[1] "S=12.52 X=22.50 log(MN)=-0.586 tau=0.143 mkt=0.05 fracheston=0.00 relerr=0.9090 abserr=0.045 "
[1] "S=12.52 X=25.00 log(MN)=-0.692 tau=0.143 mkt=0.05 fracheston=0.00 relerr=0.9844 abserr=0.049 "
[1] "S=12.52 X=27.50 log(MN)=-0.787 tau=0.143 mkt=0.03 fracheston=0.00 relerr=0.9951 abserr=0.025 "
[1] "S=12.52 X=30.00 log(MN)=-0.874 tau=0.143 mkt=0.03 fracheston=0.00 relerr=0.9993 abserr=0.025 "
[1] "S=12.52 X=5.00 log(MN)=0.918 tau=0.282 mkt=7.60 fracheston=7.55 relerr=0.0063 abserr=0.048 "
[1] "S=12.52 X=7.50 log(MN)=0.512 tau=0.282 mkt=5.30 fracheston=5.21 relerr=0.0169 abserr=0.089 "
[1] "S=12.52 X=10.00 log(MN)=0.225 tau=0.282 mkt=3.40 fracheston=3.22 relerr=0.0523 abserr=0.178 ***"
[1] "S=12.52 X=12.50 log(MN)=0.002 tau=0.282 mkt=1.90 fracheston=1.76 relerr=0.0718 abserr=0.136 ***"
[1] "S=12.52 X=15.00 log(MN)=-0.181 tau=0.282 mkt=0.95 fracheston=0.86 relerr=0.0998 abserr=0.095 "
[1] "S=12.52 X=17.50 log(MN)=-0.335 tau=0.282 mkt=0.45 fracheston=0.37 relerr=0.1683 abserr=0.076 "
[1] "S=12.52 X=20.00 log(MN)=-0.468 tau=0.282 mkt=0.20 fracheston=0.15 relerr=0.2413 abserr=0.048 "
[1] "S=12.52 X=22.50 log(MN)=-0.586 tau=0.282 mkt=0.10 fracheston=0.06 relerr=0.4180 abserr=0.042 "
[1] "S=12.52 X=25.00 log(MN)=-0.692 tau=0.282 mkt=0.05 fracheston=0.02 relerr=0.5704 abserr=0.029 "
[1] "S=12.52 X=27.50 log(MN)=-0.787 tau=0.282 mkt=0.05 fracheston=0.01 relerr=0.8451 abserr=0.042 "
[1] "S=12.52 X=30.00 log(MN)=-0.874 tau=0.282 mkt=0.05 fracheston=0.00 relerr=0.9446 abserr=0.047 "
[1] "S=12.52 X=5.00 log(MN)=0.918 tau=0.643 mkt=7.75 fracheston=7.73 relerr=0.0028 abserr=0.022 "
[1] "S=12.52 X=7.50 log(MN)=0.512 tau=0.643 mkt=5.75 fracheston=5.69 relerr=0.0104 abserr=0.060 "
[1] "S=12.52 X=10.00 log(MN)=0.225 tau=0.643 mkt=4.05 fracheston=4.01 relerr=0.0088 abserr=0.036 "
[1] "S=12.52 X=12.50 log(MN)=0.002 tau=0.643 mkt=2.72 fracheston=2.72 relerr=0.0033 abserr=0.009 "
[1] "S=12.52 X=15.00 log(MN)=-0.181 tau=0.643 mkt=1.75 fracheston=1.77 relerr=0.0097 abserr=0.017 "
[1] "S=12.52 X=17.50 log(MN)=-0.335 tau=0.643 mkt=1.10 fracheston=1.11 relerr=0.0117 abserr=0.013 "
[1] "S=12.52 X=20.00 log(MN)=-0.468 tau=0.643 mkt=0.68 fracheston=0.68 relerr=0.0146 abserr=0.010 "
[1] "S=12.52 X=22.50 log(MN)=-0.586 tau=0.643 mkt=0.40 fracheston=0.42 relerr=0.0402 abserr=0.016 "
[1] "S=12.52 X=25.00 log(MN)=-0.692 tau=0.643 mkt=0.25 fracheston=0.25 relerr=0.0071 abserr=0.002 "
[1] "S=12.52 X=27.50 log(MN)=-0.787 tau=0.643 mkt=0.15 fracheston=0.15 relerr=0.0193 abserr=0.003 "
[1] "S=12.52 X=30.00 log(MN)=-0.874 tau=0.643 mkt=0.10 fracheston=0.09 relerr=0.0632 abserr=0.006 "
[1] "S=12.52 X=5.00 log(MN)=0.918 tau=1.365 mkt=8.10 fracheston=8.21 relerr=0.0131 abserr=0.106 ***"
[1] "S=12.52 X=7.50 log(MN)=0.512 tau=1.365 mkt=6.40 fracheston=6.52 relerr=0.0186 abserr=0.119 ***"
[1] "S=12.52 X=10.00 log(MN)=0.225 tau=1.365 mkt=5.00 fracheston=5.11 relerr=0.0219 abserr=0.109 ***"
[1] "S=12.52 X=12.50 log(MN)=0.002 tau=1.365 mkt=3.80 fracheston=3.95 relerr=0.0394 abserr=0.150 ***"
[1] "S=12.52 X=15.00 log(MN)=-0.181 tau=1.365 mkt=2.90 fracheston=3.02 relerr=0.0397 abserr=0.115 ***"
[1] "S=12.52 X=17.50 log(MN)=-0.335 tau=1.365 mkt=2.15 fracheston=2.28 relerr=0.0605 abserr=0.130 ***"
[1] "S=12.52 X=20.00 log(MN)=-0.468 tau=1.365 mkt=1.60 fracheston=1.72 relerr=0.0728 abserr=0.116 ***"
[1] "S=12.52 X=25.00 log(MN)=-0.692 tau=1.365 mkt=0.88 fracheston=0.98 relerr=0.1203 abserr=0.105 ***"
[1] "S=12.52 X=30.00 log(MN)=-0.874 tau=1.365 mkt=0.50 fracheston=0.58 relerr=0.1586 abserr=0.079 "
[1] "S=12.52 X=35.00 log(MN)=-1.028 tau=1.365 mkt=0.30 fracheston=0.36 relerr=0.1930 abserr=0.058 "
[1] "S=12.52 X=40.00 log(MN)=-1.162 tau=1.365 mkt=0.20 fracheston=0.23 relerr=0.1546 abserr=0.031 "
[1] "S=12.52 X=45.00 log(MN)=-1.279 tau=1.365 mkt=0.12 fracheston=0.15 relerr=0.2390 abserr=0.030 "
[1] "S=12.52 X=50.00 log(MN)=-1.385 tau=1.365 mkt=0.07 fracheston=0.11 relerr=0.4327 abserr=0.032 "
[1] "S=12.52 X=55.00 log(MN)=-1.480 tau=1.365 mkt=0.07 fracheston=0.08 relerr=0.0235 abserr=0.002 "
[1] "S=12.52 X=60.00 log(MN)=-1.567 tau=1.365 mkt=0.07 fracheston=0.06 relerr=0.2499 abserr=0.019 "
[1] "S=12.52 X=65.00 log(MN)=-1.647 tau=1.365 mkt=0.05 fracheston=0.04 relerr=0.1568 abserr=0.008 "
[1] "S=12.52 X=70.00 log(MN)=-1.721 tau=1.365 mkt=0.05 fracheston=0.03 relerr=0.3556 abserr=0.018 "
[1] "S=12.52 X=75.00 log(MN)=-1.790 tau=1.365 mkt=0.05 fracheston=0.03 relerr=0.4990 abserr=0.025 "
[1] "S=12.52 X=80.00 log(MN)=-1.855 tau=1.365 mkt=0.05 fracheston=0.02 relerr=0.6045 abserr=0.030 "
[1] "S=12.52 X=85.00 log(MN)=-1.915 tau=1.365 mkt=0.05 fracheston=0.02 relerr=0.6835 abserr=0.034 "
[1] "S=12.52 X=90.00 log(MN)=-1.972 tau=1.365 mkt=0.05 fracheston=0.01 relerr=0.7435 abserr=0.037 "
[1] "S=12.52 X=5.00 log(MN)=0.918 tau=2.810 mkt=8.70 fracheston=8.99 relerr=0.0335 abserr=0.291 ***"
[1] "S=12.52 X=7.50 log(MN)=0.512 tau=2.810 mkt=7.35 fracheston=7.63 relerr=0.0382 abserr=0.281 ***"
[1] "S=12.52 X=10.00 log(MN)=0.225 tau=2.810 mkt=6.20 fracheston=6.45 relerr=0.0399 abserr=0.247 ***"
[1] "S=12.52 X=15.00 log(MN)=-0.181 tau=2.810 mkt=4.45 fracheston=4.54 relerr=0.0199 abserr=0.088 "
[1] "S=12.52 X=20.00 log(MN)=-0.468 tau=2.810 mkt=3.25 fracheston=3.18 relerr=0.0225 abserr=0.073 "
[1] "S=12.52 X=25.00 log(MN)=-0.692 tau=2.810 mkt=2.33 fracheston=2.27 relerr=0.0245 abserr=0.057 "
[1] "AMZN,2002-02-08,2002-02-08,0.0628146183276459,0.0644435352521872,0.883715722945461"
[1] "Completed Heston calibration"
[1] "In LMHeston calibration"
[1] -0.62113281  0.53473352  0.23984303  0.09177771  0.08965775
[1] "S=42.35 X=35.00 log(MN)=0.191 tau=0.032 mkt=7.25 heston=7.36 relerr=0.0153 abserr=0.111 ***"
[1] "S=42.35 X=37.50 log(MN)=0.122 tau=0.032 mkt=4.80 heston=4.86 relerr=0.0131 abserr=0.063 "
[1] "S=42.35 X=40.00 log(MN)=0.057 tau=0.032 mkt=2.30 heston=2.41 relerr=0.0478 abserr=0.110 ***"
[1] "S=42.35 X=42.50 log(MN)=-0.004 tau=0.032 mkt=0.50 heston=0.52 relerr=0.0423 abserr=0.021 "
[1] "S=42.35 X=45.00 log(MN)=-0.061 tau=0.032 mkt=0.03 heston=0.01 relerr=0.4408 abserr=0.011 "
[1] "S=42.35 X=47.50 log(MN)=-0.115 tau=0.032 mkt=0.05 heston=0.00 relerr=0.9997 abserr=0.050 "
[1] "S=42.35 X=50.00 log(MN)=-0.166 tau=0.032 mkt=0.03 heston=-0.00 relerr=1.0000 abserr=0.025 "
[1] "S=42.35 X=40.00 log(MN)=0.057 tau=0.143 mkt=2.85 heston=2.90 relerr=0.0168 abserr=0.048 "
[1] "S=42.35 X=42.50 log(MN)=-0.004 tau=0.143 mkt=1.25 heston=1.24 relerr=0.0090 abserr=0.011 "
[1] "S=42.35 X=45.00 log(MN)=-0.061 tau=0.143 mkt=0.40 heston=0.33 relerr=0.1854 abserr=0.074 "
[1] "S=42.35 X=35.00 log(MN)=0.191 tau=0.393 mkt=7.75 heston=7.88 relerr=0.0169 abserr=0.131 ***"
[1] "S=42.35 X=37.50 log(MN)=0.122 tau=0.393 mkt=5.65 heston=5.74 relerr=0.0166 abserr=0.094 "
[1] "S=42.35 X=40.00 log(MN)=0.057 tau=0.393 mkt=3.70 heston=3.84 relerr=0.0384 abserr=0.142 ***"
[1] "S=42.35 X=42.50 log(MN)=-0.004 tau=0.393 mkt=2.15 heston=2.28 relerr=0.0591 abserr=0.127 ***"
[1] "S=42.35 X=45.00 log(MN)=-0.061 tau=0.393 mkt=1.10 heston=1.15 relerr=0.0450 abserr=0.050 "
[1] "S=42.35 X=47.50 log(MN)=-0.115 tau=0.393 mkt=0.55 heston=0.49 relerr=0.1084 abserr=0.060 "
[1] "S=42.35 X=35.00 log(MN)=0.191 tau=0.754 mkt=8.35 heston=8.69 relerr=0.0404 abserr=0.338 ***"
[1] "S=42.35 X=37.50 log(MN)=0.122 tau=0.754 mkt=6.45 heston=6.74 relerr=0.0454 abserr=0.293 ***"
[1] "S=42.35 X=40.00 log(MN)=0.057 tau=0.754 mkt=4.70 heston=5.00 relerr=0.0631 abserr=0.297 ***"
[1] "S=42.35 X=42.50 log(MN)=-0.004 tau=0.754 mkt=3.30 heston=3.50 relerr=0.0597 abserr=0.197 ***"
[1] "S=42.35 X=45.00 log(MN)=-0.061 tau=0.754 mkt=2.10 heston=2.29 relerr=0.0906 abserr=0.190 ***"
[1] "S=42.35 X=20.00 log(MN)=0.750 tau=1.365 mkt=22.80 heston=22.86 relerr=0.0028 abserr=0.063 "
[1] "S=42.35 X=25.00 log(MN)=0.527 tau=1.365 mkt=18.30 heston=18.28 relerr=0.0012 abserr=0.021 "
[1] "S=42.35 X=30.00 log(MN)=0.345 tau=1.365 mkt=13.80 heston=13.98 relerr=0.0129 abserr=0.178 ***"
[1] "S=42.35 X=35.00 log(MN)=0.191 tau=1.365 mkt=9.60 heston=10.08 relerr=0.0503 abserr=0.483 ***"
[1] "S=42.35 X=40.00 log(MN)=0.057 tau=1.365 mkt=6.35 heston=6.74 relerr=0.0613 abserr=0.389 ***"
[1] "S=42.35 X=45.00 log(MN)=-0.061 tau=1.365 mkt=3.65 heston=4.10 relerr=0.1232 abserr=0.450 ***"
[1] "S=42.35 X=50.00 log(MN)=-0.166 tau=1.365 mkt=2.20 heston=2.26 relerr=0.0281 abserr=0.062 "
[1] "S=42.35 X=20.00 log(MN)=0.750 tau=2.810 mkt=23.90 heston=24.04 relerr=0.0059 abserr=0.141 ***"
[1] "S=42.35 X=30.00 log(MN)=0.345 tau=2.810 mkt=15.50 heston=16.42 relerr=0.0593 abserr=0.920 ***"
[1] "S=42.35 X=40.00 log(MN)=0.057 tau=2.810 mkt=9.15 heston=10.29 relerr=0.1251 abserr=1.144 ***"
[1] "S=42.35 X=50.00 log(MN)=-0.166 tau=2.810 mkt=5.25 heston=5.89 relerr=0.1213 abserr=0.637 ***"
[1] "S=42.35 X=60.00 log(MN)=-0.348 tau=2.810 mkt=2.72 heston=3.14 relerr=0.1511 abserr=0.412 ***"
[1] "S=42.35 X=35.00 log(MN)=0.191 tau=0.032 mkt=7.25 fracheston=7.36 relerr=0.0153 abserr=0.111 ***"
[1] "S=42.35 X=37.50 log(MN)=0.122 tau=0.032 mkt=4.80 fracheston=4.86 relerr=0.0130 abserr=0.063 "
[1] "S=42.35 X=40.00 log(MN)=0.057 tau=0.032 mkt=2.30 fracheston=2.40 relerr=0.0423 abserr=0.097 "
[1] "S=42.35 X=42.50 log(MN)=-0.004 tau=0.032 mkt=0.50 fracheston=0.46 relerr=0.0770 abserr=0.038 "
[1] "S=42.35 X=45.00 log(MN)=-0.061 tau=0.032 mkt=0.03 fracheston=0.01 relerr=0.6042 abserr=0.015 "
[1] "S=42.35 X=47.50 log(MN)=-0.115 tau=0.032 mkt=0.05 fracheston=0.00 relerr=0.9998 abserr=0.050 "
[1] "S=42.35 X=50.00 log(MN)=-0.166 tau=0.032 mkt=0.03 fracheston=-0.00 relerr=1.0000 abserr=0.025 "
[1] "S=42.35 X=40.00 log(MN)=0.057 tau=0.143 mkt=2.85 fracheston=2.84 relerr=0.0026 abserr=0.007 "
[1] "S=42.35 X=42.50 log(MN)=-0.004 tau=0.143 mkt=1.25 fracheston=1.18 relerr=0.0588 abserr=0.073 "
[1] "S=42.35 X=45.00 log(MN)=-0.061 tau=0.143 mkt=0.40 fracheston=0.29 relerr=0.2689 abserr=0.108 ***"
[1] "S=42.35 X=35.00 log(MN)=0.191 tau=0.393 mkt=7.75 fracheston=7.84 relerr=0.0110 abserr=0.085 "
[1] "S=42.35 X=37.50 log(MN)=0.122 tau=0.393 mkt=5.65 fracheston=5.69 relerr=0.0067 abserr=0.038 "
[1] "S=42.35 X=40.00 log(MN)=0.057 tau=0.393 mkt=3.70 fracheston=3.79 relerr=0.0237 abserr=0.088 "
[1] "S=42.35 X=42.50 log(MN)=-0.004 tau=0.393 mkt=2.15 fracheston=2.24 relerr=0.0414 abserr=0.089 "
[1] "S=42.35 X=45.00 log(MN)=-0.061 tau=0.393 mkt=1.10 fracheston=1.13 relerr=0.0296 abserr=0.033 "
[1] "S=42.35 X=47.50 log(MN)=-0.115 tau=0.393 mkt=0.55 fracheston=0.48 relerr=0.1203 abserr=0.066 "
[1] "S=42.35 X=35.00 log(MN)=0.191 tau=0.754 mkt=8.35 fracheston=8.62 relerr=0.0321 abserr=0.268 ***"
[1] "S=42.35 X=37.50 log(MN)=0.122 tau=0.754 mkt=6.45 fracheston=6.68 relerr=0.0353 abserr=0.228 ***"
[1] "S=42.35 X=40.00 log(MN)=0.057 tau=0.754 mkt=4.70 fracheston=4.95 relerr=0.0524 abserr=0.246 ***"
[1] "S=42.35 X=42.50 log(MN)=-0.004 tau=0.754 mkt=3.30 fracheston=3.47 relerr=0.0511 abserr=0.169 ***"
[1] "S=42.35 X=45.00 log(MN)=-0.061 tau=0.754 mkt=2.10 fracheston=2.28 relerr=0.0875 abserr=0.184 ***"
[1] "S=42.35 X=20.00 log(MN)=0.750 tau=1.365 mkt=22.80 fracheston=22.82 relerr=0.0008 abserr=0.018 "
[1] "S=42.35 X=25.00 log(MN)=0.527 tau=1.365 mkt=18.30 fracheston=18.20 relerr=0.0055 abserr=0.100 ***"
[1] "S=42.35 X=30.00 log(MN)=0.345 tau=1.365 mkt=13.80 fracheston=13.87 relerr=0.0051 abserr=0.070 "
[1] "S=42.35 X=35.00 log(MN)=0.191 tau=1.365 mkt=9.60 fracheston=9.97 relerr=0.0385 abserr=0.370 ***"
[1] "S=42.35 X=40.00 log(MN)=0.057 tau=1.365 mkt=6.35 fracheston=6.65 relerr=0.0473 abserr=0.300 ***"
[1] "S=42.35 X=45.00 log(MN)=-0.061 tau=1.365 mkt=3.65 fracheston=4.05 relerr=0.1099 abserr=0.401 ***"
[1] "S=42.35 X=50.00 log(MN)=-0.166 tau=1.365 mkt=2.20 fracheston=2.24 relerr=0.0199 abserr=0.044 "
[1] "S=42.35 X=20.00 log(MN)=0.750 tau=2.810 mkt=23.90 fracheston=23.87 relerr=0.0012 abserr=0.030 "
[1] "S=42.35 X=30.00 log(MN)=0.345 tau=2.810 mkt=15.50 fracheston=16.14 relerr=0.0414 abserr=0.642 ***"
[1] "S=42.35 X=40.00 log(MN)=0.057 tau=2.810 mkt=9.15 fracheston=10.00 relerr=0.0926 abserr=0.847 ***"
[1] "S=42.35 X=50.00 log(MN)=-0.166 tau=2.810 mkt=5.25 fracheston=5.64 relerr=0.0745 abserr=0.391 ***"
[1] "S=42.35 X=60.00 log(MN)=-0.348 tau=2.810 mkt=2.72 fracheston=2.95 relerr=0.0841 abserr=0.229 ***"
[1] "HCA,2002-02-08,2002-02-08,0.222429315908821,0.167404512117923,0.333014540033863"
[1] "Completed Heston calibration"
[1] "In LMHeston calibration"
[1] -0.6644582  0.2630946  0.5483333  0.1199199  0.2017055
[1] "S=18.24 X=15.00 log(MN)=0.196 tau=0.063 mkt=3.25 heston=3.27 relerr=0.0063 abserr=0.021 "
[1] "S=18.24 X=17.50 log(MN)=0.041 tau=0.063 mkt=1.07 heston=1.12 relerr=0.0386 abserr=0.041 "
[1] "S=18.24 X=20.00 log(MN)=-0.092 tau=0.063 mkt=0.15 heston=0.12 relerr=0.2232 abserr=0.033 "
[1] "S=18.24 X=22.50 log(MN)=-0.210 tau=0.063 mkt=0.12 heston=0.00 relerr=0.9875 abserr=0.123 ***"
[1] "S=18.24 X=25.00 log(MN)=-0.315 tau=0.063 mkt=0.12 heston=0.00 relerr=1.0000 abserr=0.125 ***"
[1] "S=18.24 X=12.50 log(MN)=0.378 tau=0.202 mkt=5.75 heston=5.80 relerr=0.0093 abserr=0.053 "
[1] "S=18.24 X=15.00 log(MN)=0.196 tau=0.202 mkt=3.40 heston=3.49 relerr=0.0276 abserr=0.094 "
[1] "S=18.24 X=17.50 log(MN)=0.041 tau=0.202 mkt=1.57 heston=1.61 relerr=0.0239 abserr=0.038 "
[1] "S=18.24 X=20.00 log(MN)=-0.092 tau=0.202 mkt=0.47 heston=0.47 relerr=0.0044 abserr=0.002 "
[1] "S=18.24 X=22.50 log(MN)=-0.210 tau=0.202 mkt=0.12 heston=0.07 relerr=0.4298 abserr=0.054 "
[1] "S=18.24 X=25.00 log(MN)=-0.315 tau=0.202 mkt=0.10 heston=0.01 relerr=0.9396 abserr=0.094 "
[1] "S=18.24 X=12.50 log(MN)=0.378 tau=0.425 mkt=5.95 heston=5.98 relerr=0.0058 abserr=0.034 "
[1] "S=18.24 X=15.00 log(MN)=0.196 tau=0.425 mkt=3.80 heston=3.86 relerr=0.0151 abserr=0.058 "
[1] "S=18.24 X=17.50 log(MN)=0.041 tau=0.425 mkt=1.92 heston=2.11 relerr=0.0941 abserr=0.181 ***"
[1] "S=18.24 X=20.00 log(MN)=-0.092 tau=0.425 mkt=0.82 heston=0.89 relerr=0.0729 abserr=0.060 "
[1] "S=18.24 X=22.50 log(MN)=-0.210 tau=0.425 mkt=0.28 heston=0.26 relerr=0.0395 abserr=0.011 "
[1] "S=18.24 X=12.50 log(MN)=0.378 tau=0.786 mkt=6.25 heston=6.30 relerr=0.0085 abserr=0.053 "
[1] "S=18.24 X=15.00 log(MN)=0.196 tau=0.786 mkt=4.30 heston=4.32 relerr=0.0043 abserr=0.019 "
[1] "S=18.24 X=17.50 log(MN)=0.041 tau=0.786 mkt=2.50 heston=2.63 relerr=0.0537 abserr=0.134 ***"
[1] "S=18.24 X=20.00 log(MN)=-0.092 tau=0.786 mkt=1.38 heston=1.35 relerr=0.0169 abserr=0.023 "
[1] "S=18.24 X=22.50 log(MN)=-0.210 tau=0.786 mkt=0.53 heston=0.57 relerr=0.0814 abserr=0.043 "
[1] "S=18.24 X=15.00 log(MN)=0.196 tau=0.063 mkt=3.25 fracheston=3.26 relerr=0.0046 abserr=0.015 "
[1] "S=18.24 X=17.50 log(MN)=0.041 tau=0.063 mkt=1.07 fracheston=1.06 relerr=0.0161 abserr=0.017 "
[1] "S=18.24 X=20.00 log(MN)=-0.092 tau=0.063 mkt=0.15 fracheston=0.09 relerr=0.4293 abserr=0.064 "
[1] "S=18.24 X=22.50 log(MN)=-0.210 tau=0.063 mkt=0.12 fracheston=0.02 relerr=0.8464 abserr=0.106 ***"
[1] "S=18.24 X=25.00 log(MN)=-0.315 tau=0.063 mkt=0.12 fracheston=0.00 relerr=1.0000 abserr=0.125 ***"
[1] "S=18.24 X=12.50 log(MN)=0.378 tau=0.202 mkt=5.75 fracheston=5.80 relerr=0.0079 abserr=0.046 "
[1] "S=18.24 X=15.00 log(MN)=0.196 tau=0.202 mkt=3.40 fracheston=3.46 relerr=0.0180 abserr=0.061 "
[1] "S=18.24 X=17.50 log(MN)=0.041 tau=0.202 mkt=1.57 fracheston=1.54 relerr=0.0209 abserr=0.033 "
[1] "S=18.24 X=20.00 log(MN)=-0.092 tau=0.202 mkt=0.47 fracheston=0.41 relerr=0.1387 abserr=0.066 "
[1] "S=18.24 X=22.50 log(MN)=-0.210 tau=0.202 mkt=0.12 fracheston=0.05 relerr=0.5605 abserr=0.070 "
[1] "S=18.24 X=25.00 log(MN)=-0.315 tau=0.202 mkt=0.10 fracheston=0.00 relerr=0.9558 abserr=0.096 "
[1] "S=18.24 X=12.50 log(MN)=0.378 tau=0.425 mkt=5.95 fracheston=5.97 relerr=0.0026 abserr=0.016 "
[1] "S=18.24 X=15.00 log(MN)=0.196 tau=0.425 mkt=3.80 fracheston=3.82 relerr=0.0055 abserr=0.021 "
[1] "S=18.24 X=17.50 log(MN)=0.041 tau=0.425 mkt=1.92 fracheston=2.06 relerr=0.0676 abserr=0.130 ***"
[1] "S=18.24 X=20.00 log(MN)=-0.092 tau=0.425 mkt=0.82 fracheston=0.84 relerr=0.0168 abserr=0.014 "
[1] "S=18.24 X=22.50 log(MN)=-0.210 tau=0.425 mkt=0.28 fracheston=0.24 relerr=0.1230 abserr=0.034 "
[1] "S=18.24 X=12.50 log(MN)=0.378 tau=0.786 mkt=6.25 fracheston=6.29 relerr=0.0069 abserr=0.043 "
[1] "S=18.24 X=15.00 log(MN)=0.196 tau=0.786 mkt=4.30 fracheston=4.31 relerr=0.0023 abserr=0.010 "
[1] "S=18.24 X=17.50 log(MN)=0.041 tau=0.786 mkt=2.50 fracheston=2.63 relerr=0.0536 abserr=0.134 ***"
[1] "S=18.24 X=20.00 log(MN)=-0.092 tau=0.786 mkt=1.38 fracheston=1.36 relerr=0.0077 abserr=0.011 "
[1] "S=18.24 X=22.50 log(MN)=-0.210 tau=0.786 mkt=0.53 fracheston=0.59 relerr=0.1154 abserr=0.061 "
[1] "PKG,2003-01-02,2003-01-02,0.0616489776860607,0.0557616458514414,0.667732358490036"
[1] "Completed Heston calibration"
[1] "In LMHeston calibration"
[1] -0.4303291205  0.3239113487  0.2011548921  0.2669500935  0.0001031929
[1] "S=11.53 X=12.50 log(MN)=-0.081 tau=0.032 mkt=0.12 heston=0.06 relerr=0.4880 abserr=0.061 "
[1] "S=11.53 X=15.00 log(MN)=-0.263 tau=0.032 mkt=0.12 heston=0.00 relerr=0.9997 abserr=0.125 ***"
[1] "S=11.53 X=17.50 log(MN)=-0.417 tau=0.032 mkt=0.12 heston=0.00 relerr=1.0000 abserr=0.125 ***"
[1] "S=11.53 X=10.00 log(MN)=0.142 tau=0.143 mkt=1.68 heston=1.73 relerr=0.0312 abserr=0.052 "
[1] "S=11.53 X=12.50 log(MN)=-0.081 tau=0.143 mkt=0.38 heston=0.38 relerr=0.0149 abserr=0.006 "
[1] "S=11.53 X=15.00 log(MN)=-0.263 tau=0.143 mkt=0.12 heston=0.04 relerr=0.6772 abserr=0.085 "
[1] "S=11.53 X=17.50 log(MN)=-0.417 tau=0.143 mkt=0.12 heston=0.00 relerr=0.9815 abserr=0.123 ***"
[1] "S=11.53 X=20.00 log(MN)=-0.551 tau=0.143 mkt=0.12 heston=0.00 relerr=0.9993 abserr=0.125 ***"
[1] "S=11.53 X=22.50 log(MN)=-0.669 tau=0.143 mkt=0.12 heston=0.00 relerr=1.0000 abserr=0.125 ***"
[1] "S=11.53 X=10.00 log(MN)=0.142 tau=0.532 mkt=2.28 heston=2.32 relerr=0.0185 abserr=0.042 "
[1] "S=11.53 X=12.50 log(MN)=-0.081 tau=0.532 mkt=1.07 heston=1.10 relerr=0.0278 abserr=0.030 "
[1] "S=11.53 X=15.00 log(MN)=-0.263 tau=0.532 mkt=0.38 heston=0.47 relerr=0.2501 abserr=0.094 "
[1] "S=11.53 X=17.50 log(MN)=-0.417 tau=0.532 mkt=0.17 heston=0.18 relerr=0.0401 abserr=0.007 "
[1] "S=11.53 X=10.00 log(MN)=0.142 tau=0.893 mkt=2.67 heston=2.75 relerr=0.0277 abserr=0.074 "
[1] "S=11.53 X=12.50 log(MN)=-0.081 tau=0.893 mkt=1.52 heston=1.60 relerr=0.0508 abserr=0.077 "
[1] "S=11.53 X=15.00 log(MN)=-0.263 tau=0.893 mkt=0.88 heston=0.89 relerr=0.0214 abserr=0.019 "
[1] "S=11.53 X=12.50 log(MN)=-0.081 tau=0.032 mkt=0.12 fracheston=0.05 relerr=0.6143 abserr=0.077 "
[1] "S=11.53 X=15.00 log(MN)=-0.263 tau=0.032 mkt=0.12 fracheston=0.00 relerr=0.9998 abserr=0.125 ***"
[1] "S=11.53 X=17.50 log(MN)=-0.417 tau=0.032 mkt=0.12 fracheston=0.00 relerr=1.0000 abserr=0.125 ***"
[1] "S=11.53 X=10.00 log(MN)=0.142 tau=0.143 mkt=1.68 fracheston=1.71 relerr=0.0180 abserr=0.030 "
[1] "S=11.53 X=12.50 log(MN)=-0.081 tau=0.143 mkt=0.38 fracheston=0.35 relerr=0.0795 abserr=0.030 "
[1] "S=11.53 X=15.00 log(MN)=-0.263 tau=0.143 mkt=0.12 fracheston=0.03 relerr=0.7445 abserr=0.093 "
[1] "S=11.53 X=17.50 log(MN)=-0.417 tau=0.143 mkt=0.12 fracheston=0.00 relerr=0.9865 abserr=0.123 ***"
[1] "S=11.53 X=20.00 log(MN)=-0.551 tau=0.143 mkt=0.12 fracheston=0.00 relerr=0.9995 abserr=0.125 ***"
[1] "S=11.53 X=22.50 log(MN)=-0.669 tau=0.143 mkt=0.12 fracheston=0.00 relerr=1.0000 abserr=0.125 ***"
[1] "S=11.53 X=10.00 log(MN)=0.142 tau=0.532 mkt=2.28 fracheston=2.30 relerr=0.0129 abserr=0.029 "
[1] "S=11.53 X=12.50 log(MN)=-0.081 tau=0.532 mkt=1.07 fracheston=1.09 relerr=0.0118 abserr=0.013 "
[1] "S=11.53 X=15.00 log(MN)=-0.263 tau=0.532 mkt=0.38 fracheston=0.45 relerr=0.2123 abserr=0.080 "
[1] "S=11.53 X=17.50 log(MN)=-0.417 tau=0.532 mkt=0.17 fracheston=0.17 relerr=0.0083 abserr=0.001 "
[1] "S=11.53 X=10.00 log(MN)=0.142 tau=0.893 mkt=2.67 fracheston=2.75 relerr=0.0268 abserr=0.072 "
[1] "S=11.53 X=12.50 log(MN)=-0.081 tau=0.893 mkt=1.52 fracheston=1.60 relerr=0.0475 abserr=0.072 "
[1] "S=11.53 X=15.00 log(MN)=-0.263 tau=0.893 mkt=0.88 fracheston=0.89 relerr=0.0149 abserr=0.013 "
[1] "ASTE,2002-02-08,2002-02-08,0.073070078960645,0.0708395467246467,0.889454234314499"
[1] "Completed Heston calibration"
[1] "In LMHeston calibration"
[1] -0.622501544  0.301385904  0.582764294  0.099001877  0.000136033
[1] "S=43.02 X=30.00 log(MN)=0.360 tau=0.071 mkt=13.05 heston=13.04 relerr=0.0007 abserr=0.009 "
[1] "S=43.02 X=35.00 log(MN)=0.206 tau=0.071 mkt=8.10 heston=8.05 relerr=0.0059 abserr=0.048 "
[1] "S=43.02 X=40.00 log(MN)=0.073 tau=0.071 mkt=3.25 heston=3.30 relerr=0.0157 abserr=0.051 "
[1] "S=43.02 X=45.00 log(MN)=-0.045 tau=0.071 mkt=0.33 heston=0.39 relerr=0.1949 abserr=0.063 "
[1] "S=43.02 X=50.00 log(MN)=-0.150 tau=0.071 mkt=0.05 heston=0.00 relerr=0.9441 abserr=0.047 "
[1] "S=43.02 X=55.00 log(MN)=-0.246 tau=0.071 mkt=0.10 heston=0.00 relerr=1.0000 abserr=0.100 "
[1] "S=43.02 X=60.00 log(MN)=-0.333 tau=0.071 mkt=0.10 heston=-0.00 relerr=1.0000 abserr=0.100 ***"
[1] "S=43.02 X=30.00 log(MN)=0.360 tau=0.183 mkt=13.20 heston=13.09 relerr=0.0084 abserr=0.111 ***"
[1] "S=43.02 X=35.00 log(MN)=0.206 tau=0.183 mkt=8.30 heston=8.22 relerr=0.0099 abserr=0.082 "
[1] "S=43.02 X=40.00 log(MN)=0.073 tau=0.183 mkt=3.80 heston=3.86 relerr=0.0162 abserr=0.062 "
[1] "S=43.02 X=45.00 log(MN)=-0.045 tau=0.183 mkt=0.90 heston=0.96 relerr=0.0714 abserr=0.064 "
[1] "S=43.02 X=50.00 log(MN)=-0.150 tau=0.183 mkt=0.12 heston=0.08 relerr=0.3551 abserr=0.044 "
[1] "S=43.02 X=55.00 log(MN)=-0.246 tau=0.183 mkt=0.05 heston=0.00 relerr=0.9342 abserr=0.047 "
[1] "S=43.02 X=60.00 log(MN)=-0.333 tau=0.183 mkt=0.10 heston=0.00 relerr=0.9989 abserr=0.100 "
[1] "S=43.02 X=30.00 log(MN)=0.360 tau=0.433 mkt=13.40 heston=13.35 relerr=0.0040 abserr=0.054 "
[1] "S=43.02 X=35.00 log(MN)=0.206 tau=0.433 mkt=8.80 heston=8.79 relerr=0.0007 abserr=0.006 "
[1] "S=43.02 X=40.00 log(MN)=0.073 tau=0.433 mkt=4.65 heston=4.83 relerr=0.0376 abserr=0.175 ***"
[1] "S=43.02 X=45.00 log(MN)=-0.045 tau=0.433 mkt=1.82 heston=1.90 relerr=0.0430 abserr=0.079 "
[1] "S=43.02 X=50.00 log(MN)=-0.150 tau=0.433 mkt=0.52 heston=0.48 relerr=0.0951 abserr=0.050 "
[1] "S=43.02 X=55.00 log(MN)=-0.246 tau=0.433 mkt=0.12 heston=0.10 relerr=0.2393 abserr=0.030 "
[1] "S=43.02 X=60.00 log(MN)=-0.333 tau=0.433 mkt=0.12 heston=0.02 relerr=0.8470 abserr=0.106 ***"
[1] "S=43.02 X=30.00 log(MN)=0.360 tau=0.794 mkt=13.80 heston=13.87 relerr=0.0052 abserr=0.072 "
[1] "S=43.02 X=35.00 log(MN)=0.206 tau=0.794 mkt=9.45 heston=9.61 relerr=0.0172 abserr=0.163 ***"
[1] "S=43.02 X=40.00 log(MN)=0.073 tau=0.794 mkt=5.55 heston=5.88 relerr=0.0596 abserr=0.331 ***"
[1] "S=43.02 X=45.00 log(MN)=-0.045 tau=0.794 mkt=2.67 heston=2.96 relerr=0.1069 abserr=0.286 ***"
[1] "S=43.02 X=50.00 log(MN)=-0.150 tau=0.794 mkt=1.07 heston=1.18 relerr=0.0943 abserr=0.101 ***"
[1] "S=43.02 X=55.00 log(MN)=-0.246 tau=0.794 mkt=0.45 heston=0.42 relerr=0.0716 abserr=0.032 "
[1] "S=43.02 X=60.00 log(MN)=-0.333 tau=0.794 mkt=0.17 heston=0.15 relerr=0.1259 abserr=0.022 "
[1] "S=43.02 X=30.00 log(MN)=0.360 tau=0.071 mkt=13.05 fracheston=13.04 relerr=0.0007 abserr=0.009 "
[1] "S=43.02 X=35.00 log(MN)=0.206 tau=0.071 mkt=8.10 fracheston=8.05 relerr=0.0061 abserr=0.049 "
[1] "S=43.02 X=40.00 log(MN)=0.073 tau=0.071 mkt=3.25 fracheston=3.27 relerr=0.0052 abserr=0.017 "
[1] "S=43.02 X=45.00 log(MN)=-0.045 tau=0.071 mkt=0.33 fracheston=0.33 relerr=0.0090 abserr=0.003 "
[1] "S=43.02 X=50.00 log(MN)=-0.150 tau=0.071 mkt=0.05 fracheston=0.00 relerr=0.9599 abserr=0.048 "
[1] "S=43.02 X=55.00 log(MN)=-0.246 tau=0.071 mkt=0.10 fracheston=0.00 relerr=1.0000 abserr=0.100 "
[1] "S=43.02 X=60.00 log(MN)=-0.333 tau=0.071 mkt=0.10 fracheston=-0.00 relerr=1.0000 abserr=0.100 ***"
[1] "S=43.02 X=30.00 log(MN)=0.360 tau=0.183 mkt=13.20 fracheston=13.09 relerr=0.0085 abserr=0.112 ***"
[1] "S=43.02 X=35.00 log(MN)=0.206 tau=0.183 mkt=8.30 fracheston=8.21 relerr=0.0110 abserr=0.092 "
[1] "S=43.02 X=40.00 log(MN)=0.073 tau=0.183 mkt=3.80 fracheston=3.82 relerr=0.0055 abserr=0.021 "
[1] "S=43.02 X=45.00 log(MN)=-0.045 tau=0.183 mkt=0.90 fracheston=0.90 relerr=0.0012 abserr=0.001 "
[1] "S=43.02 X=50.00 log(MN)=-0.150 tau=0.183 mkt=0.12 fracheston=0.07 relerr=0.4503 abserr=0.056 "
[1] "S=43.02 X=55.00 log(MN)=-0.246 tau=0.183 mkt=0.05 fracheston=0.00 relerr=0.9449 abserr=0.047 "
[1] "S=43.02 X=60.00 log(MN)=-0.333 tau=0.183 mkt=0.10 fracheston=0.00 relerr=0.9998 abserr=0.100 "
[1] "S=43.02 X=30.00 log(MN)=0.360 tau=0.433 mkt=13.40 fracheston=13.35 relerr=0.0039 abserr=0.053 "
[1] "S=43.02 X=35.00 log(MN)=0.206 tau=0.433 mkt=8.80 fracheston=8.79 relerr=0.0010 abserr=0.009 "
[1] "S=43.02 X=40.00 log(MN)=0.073 tau=0.433 mkt=4.65 fracheston=4.81 relerr=0.0334 abserr=0.155 ***"
[1] "S=43.02 X=45.00 log(MN)=-0.045 tau=0.433 mkt=1.82 fracheston=1.86 relerr=0.0196 abserr=0.036 "
[1] "S=43.02 X=50.00 log(MN)=-0.150 tau=0.433 mkt=0.52 fracheston=0.46 relerr=0.1318 abserr=0.069 "
[1] "S=43.02 X=55.00 log(MN)=-0.246 tau=0.433 mkt=0.12 fracheston=0.09 relerr=0.2546 abserr=0.032 "
[1] "S=43.02 X=60.00 log(MN)=-0.333 tau=0.433 mkt=0.12 fracheston=0.02 relerr=0.8440 abserr=0.106 ***"
[1] "S=43.02 X=30.00 log(MN)=0.360 tau=0.794 mkt=13.80 fracheston=13.89 relerr=0.0062 abserr=0.085 "
[1] "S=43.02 X=35.00 log(MN)=0.206 tau=0.794 mkt=9.45 fracheston=9.62 relerr=0.0182 abserr=0.172 ***"
[1] "S=43.02 X=40.00 log(MN)=0.073 tau=0.794 mkt=5.55 fracheston=5.87 relerr=0.0574 abserr=0.318 ***"
[1] "S=43.02 X=45.00 log(MN)=-0.045 tau=0.794 mkt=2.67 fracheston=2.92 relerr=0.0910 abserr=0.243 ***"
[1] "S=43.02 X=50.00 log(MN)=-0.150 tau=0.794 mkt=1.07 fracheston=1.15 relerr=0.0658 abserr=0.071 "
[1] "S=43.02 X=55.00 log(MN)=-0.246 tau=0.794 mkt=0.45 fracheston=0.41 relerr=0.0802 abserr=0.036 "
[1] "S=43.02 X=60.00 log(MN)=-0.333 tau=0.794 mkt=0.17 fracheston=0.16 relerr=0.1054 abserr=0.018 "
[1] "COV,2007-07-03,2007-07-03,0.0869177347569841,0.0770609987243808,0.619533082421261"
[1] "Completed Heston calibration"
[1] "In LMHeston calibration"
[1] -0.693003490  0.210422346  0.244688339  0.103970289 -0.001346573
[1] "S=13.55 X=10.00 log(MN)=0.304 tau=0.032 mkt=3.50 heston=3.55 relerr=0.0152 abserr=0.053 "
[1] "S=13.55 X=12.50 log(MN)=0.081 tau=0.032 mkt=1.07 heston=1.11 relerr=0.0350 abserr=0.038 "
[1] "S=13.55 X=15.00 log(MN)=-0.102 tau=0.032 mkt=0.12 heston=0.03 relerr=0.7691 abserr=0.096 "
[1] "S=13.55 X=17.50 log(MN)=-0.256 tau=0.032 mkt=0.12 heston=0.00 relerr=0.9999 abserr=0.125 ***"
[1] "S=13.55 X=20.00 log(MN)=-0.389 tau=0.032 mkt=0.12 heston=0.00 relerr=1.0000 abserr=0.125 ***"
[1] "S=13.55 X=10.00 log(MN)=0.304 tau=0.143 mkt=3.50 heston=3.58 relerr=0.0236 abserr=0.083 "
[1] "S=13.55 X=12.50 log(MN)=0.081 tau=0.143 mkt=1.38 heston=1.42 relerr=0.0325 abserr=0.045 "
[1] "S=13.55 X=15.00 log(MN)=-0.102 tau=0.143 mkt=0.28 heston=0.29 relerr=0.0377 abserr=0.010 "
[1] "S=13.55 X=17.50 log(MN)=-0.256 tau=0.143 mkt=0.12 heston=0.03 relerr=0.7920 abserr=0.099 "
[1] "S=13.55 X=20.00 log(MN)=-0.389 tau=0.143 mkt=0.12 heston=0.00 relerr=0.9905 abserr=0.124 ***"
[1] "S=13.55 X=7.50 log(MN)=0.591 tau=0.532 mkt=6.05 heston=6.12 relerr=0.0121 abserr=0.073 "
[1] "S=13.55 X=10.00 log(MN)=0.304 tau=0.532 mkt=3.80 heston=3.85 relerr=0.0132 abserr=0.050 "
[1] "S=13.55 X=12.50 log(MN)=0.081 tau=0.532 mkt=1.98 heston=2.04 relerr=0.0327 abserr=0.064 "
[1] "S=13.55 X=15.00 log(MN)=-0.102 tau=0.532 mkt=0.88 heston=0.89 relerr=0.0124 abserr=0.011 "
[1] "S=13.55 X=17.50 log(MN)=-0.256 tau=0.532 mkt=0.33 heston=0.32 relerr=0.0222 abserr=0.007 "
[1] "S=13.55 X=7.50 log(MN)=0.591 tau=0.893 mkt=6.25 heston=6.22 relerr=0.0047 abserr=0.029 "
[1] "S=13.55 X=10.00 log(MN)=0.304 tau=0.893 mkt=4.00 heston=4.08 relerr=0.0212 abserr=0.085 "
[1] "S=13.55 X=12.50 log(MN)=0.081 tau=0.893 mkt=2.30 heston=2.39 relerr=0.0378 abserr=0.087 "
[1] "S=13.55 X=15.00 log(MN)=-0.102 tau=0.893 mkt=1.23 heston=1.23 relerr=0.0035 abserr=0.004 "
[1] "S=13.55 X=17.50 log(MN)=-0.256 tau=0.893 mkt=0.53 heston=0.56 relerr=0.0753 abserr=0.040 "
[1] "S=13.55 X=10.00 log(MN)=0.304 tau=0.032 mkt=3.50 fracheston=3.55 relerr=0.0152 abserr=0.053 "
[1] "S=13.55 X=12.50 log(MN)=0.081 tau=0.032 mkt=1.07 fracheston=1.10 relerr=0.0202 abserr=0.022 "
[1] "S=13.55 X=15.00 log(MN)=-0.102 tau=0.032 mkt=0.12 fracheston=0.02 relerr=0.8377 abserr=0.105 ***"
[1] "S=13.55 X=17.50 log(MN)=-0.256 tau=0.032 mkt=0.12 fracheston=0.00 relerr=0.9999 abserr=0.125 ***"
[1] "S=13.55 X=20.00 log(MN)=-0.389 tau=0.032 mkt=0.12 fracheston=0.00 relerr=1.0000 abserr=0.125 ***"
[1] "S=13.55 X=10.00 log(MN)=0.304 tau=0.143 mkt=3.50 fracheston=3.58 relerr=0.0222 abserr=0.078 "
[1] "S=13.55 X=12.50 log(MN)=0.081 tau=0.143 mkt=1.38 fracheston=1.37 relerr=0.0042 abserr=0.006 "
[1] "S=13.55 X=15.00 log(MN)=-0.102 tau=0.143 mkt=0.28 fracheston=0.23 relerr=0.1517 abserr=0.042 "
[1] "S=13.55 X=17.50 log(MN)=-0.256 tau=0.143 mkt=0.12 fracheston=0.02 relerr=0.8522 abserr=0.107 ***"
[1] "S=13.55 X=20.00 log(MN)=-0.389 tau=0.143 mkt=0.12 fracheston=0.00 relerr=0.9933 abserr=0.124 ***"
[1] "S=13.55 X=7.50 log(MN)=0.591 tau=0.532 mkt=6.05 fracheston=6.12 relerr=0.0115 abserr=0.070 "
[1] "S=13.55 X=10.00 log(MN)=0.304 tau=0.532 mkt=3.80 fracheston=3.83 relerr=0.0088 abserr=0.033 "
[1] "S=13.55 X=12.50 log(MN)=0.081 tau=0.532 mkt=1.98 fracheston=2.00 relerr=0.0147 abserr=0.029 "
[1] "S=13.55 X=15.00 log(MN)=-0.102 tau=0.532 mkt=0.88 fracheston=0.84 relerr=0.0369 abserr=0.032 "
[1] "S=13.55 X=17.50 log(MN)=-0.256 tau=0.532 mkt=0.33 fracheston=0.28 relerr=0.1240 abserr=0.040 "
[1] "S=13.55 X=7.50 log(MN)=0.591 tau=0.893 mkt=6.25 fracheston=6.22 relerr=0.0046 abserr=0.029 "
[1] "S=13.55 X=10.00 log(MN)=0.304 tau=0.893 mkt=4.00 fracheston=4.09 relerr=0.0216 abserr=0.086 "
[1] "S=13.55 X=12.50 log(MN)=0.081 tau=0.893 mkt=2.30 fracheston=2.39 relerr=0.0388 abserr=0.089 "
[1] "S=13.55 X=15.00 log(MN)=-0.102 tau=0.893 mkt=1.23 fracheston=1.23 relerr=0.0024 abserr=0.003 "
[1] "S=13.55 X=17.50 log(MN)=-0.256 tau=0.893 mkt=0.53 fracheston=0.56 relerr=0.0617 abserr=0.032 "
[1] "KSU,2002-02-08,2002-02-08,0.0624061997993906,0.0615159373241219,0.944588858736687"
[1] "Completed Heston calibration"
[1] "In LMHeston calibration"
[1] -0.21130478  0.25819391  0.36736364  0.03721091  0.06509145
[1] "S=47.76 X=35.00 log(MN)=0.311 tau=0.032 mkt=12.80 heston=12.77 relerr=0.0023 abserr=0.029 "
[1] "S=47.76 X=40.00 log(MN)=0.177 tau=0.032 mkt=7.80 heston=7.77 relerr=0.0035 abserr=0.027 "
[1] "S=47.76 X=45.00 log(MN)=0.060 tau=0.032 mkt=2.80 heston=2.81 relerr=0.0047 abserr=0.013 "
[1] "S=47.76 X=50.00 log(MN)=-0.046 tau=0.032 mkt=0.07 heston=0.05 relerr=0.2726 abserr=0.020 "
[1] "S=47.76 X=55.00 log(MN)=-0.141 tau=0.032 mkt=0.07 heston=0.00 relerr=1.0000 abserr=0.075 "
[1] "S=47.76 X=60.00 log(MN)=-0.228 tau=0.032 mkt=0.07 heston=0.00 relerr=1.0000 abserr=0.075 "
[1] "S=47.76 X=35.00 log(MN)=0.311 tau=0.143 mkt=12.80 heston=12.81 relerr=0.0009 abserr=0.012 "
[1] "S=47.76 X=40.00 log(MN)=0.177 tau=0.143 mkt=7.95 heston=7.86 relerr=0.0118 abserr=0.094 "
[1] "S=47.76 X=45.00 log(MN)=0.060 tau=0.143 mkt=3.12 heston=3.29 relerr=0.0529 abserr=0.165 ***"
[1] "S=47.76 X=50.00 log(MN)=-0.046 tau=0.143 mkt=0.50 heston=0.52 relerr=0.0407 abserr=0.020 "
[1] "S=47.76 X=55.00 log(MN)=-0.141 tau=0.143 mkt=0.07 heston=0.02 relerr=0.7077 abserr=0.053 "
[1] "S=47.76 X=35.00 log(MN)=0.311 tau=0.282 mkt=12.80 heston=12.89 relerr=0.0073 abserr=0.093 "
[1] "S=47.76 X=40.00 log(MN)=0.177 tau=0.282 mkt=7.90 heston=8.08 relerr=0.0232 abserr=0.183 ***"
[1] "S=47.76 X=45.00 log(MN)=0.060 tau=0.282 mkt=3.65 heston=3.83 relerr=0.0486 abserr=0.177 ***"
[1] "S=47.76 X=50.00 log(MN)=-0.046 tau=0.282 mkt=1.07 heston=1.03 relerr=0.0408 abserr=0.044 "
[1] "S=47.76 X=55.00 log(MN)=-0.141 tau=0.282 mkt=0.12 heston=0.15 relerr=0.2264 abserr=0.028 "
[1] "S=47.76 X=60.00 log(MN)=-0.228 tau=0.282 mkt=0.07 heston=0.02 relerr=0.7397 abserr=0.055 "
[1] "S=47.76 X=65.00 log(MN)=-0.308 tau=0.282 mkt=0.07 heston=0.00 relerr=0.9662 abserr=0.072 "
[1] "S=47.76 X=35.00 log(MN)=0.311 tau=0.643 mkt=12.90 heston=13.29 relerr=0.0305 abserr=0.394 ***"
[1] "S=47.76 X=40.00 log(MN)=0.177 tau=0.643 mkt=8.65 heston=8.83 relerr=0.0211 abserr=0.182 ***"
[1] "S=47.76 X=45.00 log(MN)=0.060 tau=0.643 mkt=4.80 heston=4.96 relerr=0.0325 abserr=0.156 ***"
[1] "S=47.76 X=50.00 log(MN)=-0.046 tau=0.643 mkt=1.88 heston=2.15 relerr=0.1441 abserr=0.270 ***"
[1] "S=47.76 X=55.00 log(MN)=-0.141 tau=0.643 mkt=0.72 heston=0.75 relerr=0.0317 abserr=0.023 "
[1] "S=47.76 X=20.00 log(MN)=0.870 tau=1.365 mkt=27.75 heston=28.13 relerr=0.0138 abserr=0.382 ***"
[1] "S=47.76 X=25.00 log(MN)=0.647 tau=1.365 mkt=23.10 heston=23.36 relerr=0.0113 abserr=0.261 ***"
[1] "S=47.76 X=30.00 log(MN)=0.465 tau=1.365 mkt=18.00 heston=18.74 relerr=0.0412 abserr=0.741 ***"
[1] "S=47.76 X=35.00 log(MN)=0.311 tau=1.365 mkt=13.60 heston=14.36 relerr=0.0556 abserr=0.756 ***"
[1] "S=47.76 X=40.00 log(MN)=0.177 tau=1.365 mkt=10.00 heston=10.33 relerr=0.0326 abserr=0.326 ***"
[1] "S=47.76 X=45.00 log(MN)=0.060 tau=1.365 mkt=6.35 heston=6.82 relerr=0.0744 abserr=0.472 ***"
[1] "S=47.76 X=50.00 log(MN)=-0.046 tau=1.365 mkt=3.70 heston=4.07 relerr=0.1012 abserr=0.374 ***"
[1] "S=47.76 X=55.00 log(MN)=-0.141 tau=1.365 mkt=2.08 heston=2.25 relerr=0.0840 abserr=0.174 ***"
[1] "S=47.76 X=60.00 log(MN)=-0.228 tau=1.365 mkt=1.02 heston=1.23 relerr=0.1967 abserr=0.202 ***"
[1] "S=47.76 X=20.00 log(MN)=0.870 tau=2.810 mkt=27.80 heston=28.91 relerr=0.0399 abserr=1.108 ***"
[1] "S=47.76 X=30.00 log(MN)=0.465 tau=2.810 mkt=19.20 heston=20.43 relerr=0.0638 abserr=1.226 ***"
[1] "S=47.76 X=40.00 log(MN)=0.177 tau=2.810 mkt=12.30 heston=13.09 relerr=0.0646 abserr=0.795 ***"
[1] "S=47.76 X=50.00 log(MN)=-0.046 tau=2.810 mkt=6.55 heston=7.46 relerr=0.1389 abserr=0.909 ***"
[1] "S=47.76 X=60.00 log(MN)=-0.228 tau=2.810 mkt=3.40 heston=3.91 relerr=0.1499 abserr=0.510 ***"
[1] "S=47.76 X=35.00 log(MN)=0.311 tau=0.032 mkt=12.80 fracheston=12.77 relerr=0.0023 abserr=0.029 "
[1] "S=47.76 X=40.00 log(MN)=0.177 tau=0.032 mkt=7.80 fracheston=7.77 relerr=0.0035 abserr=0.027 "
[1] "S=47.76 X=45.00 log(MN)=0.060 tau=0.032 mkt=2.80 fracheston=2.80 relerr=0.0008 abserr=0.002 "
[1] "S=47.76 X=50.00 log(MN)=-0.046 tau=0.032 mkt=0.07 fracheston=0.04 relerr=0.4709 abserr=0.035 "
[1] "S=47.76 X=55.00 log(MN)=-0.141 tau=0.032 mkt=0.07 fracheston=0.00 relerr=1.0000 abserr=0.075 "
[1] "S=47.76 X=60.00 log(MN)=-0.228 tau=0.032 mkt=0.07 fracheston=0.00 relerr=1.0000 abserr=0.075 "
[1] "S=47.76 X=35.00 log(MN)=0.311 tau=0.143 mkt=12.80 fracheston=12.81 relerr=0.0009 abserr=0.011 "
[1] "S=47.76 X=40.00 log(MN)=0.177 tau=0.143 mkt=7.95 fracheston=7.85 relerr=0.0130 abserr=0.104 ***"
[1] "S=47.76 X=45.00 log(MN)=0.060 tau=0.143 mkt=3.12 fracheston=3.22 relerr=0.0302 abserr=0.094 "
[1] "S=47.76 X=50.00 log(MN)=-0.046 tau=0.143 mkt=0.50 fracheston=0.46 relerr=0.0804 abserr=0.040 "
[1] "S=47.76 X=55.00 log(MN)=-0.141 tau=0.143 mkt=0.07 fracheston=0.02 relerr=0.7577 abserr=0.057 "
[1] "S=47.76 X=35.00 log(MN)=0.311 tau=0.282 mkt=12.80 fracheston=12.88 relerr=0.0066 abserr=0.085 "
[1] "S=47.76 X=40.00 log(MN)=0.177 tau=0.282 mkt=7.90 fracheston=8.05 relerr=0.0184 abserr=0.146 ***"
[1] "S=47.76 X=45.00 log(MN)=0.060 tau=0.282 mkt=3.65 fracheston=3.74 relerr=0.0238 abserr=0.087 "
[1] "S=47.76 X=50.00 log(MN)=-0.046 tau=0.282 mkt=1.07 fracheston=0.97 relerr=0.1001 abserr=0.108 ***"
[1] "S=47.76 X=55.00 log(MN)=-0.141 tau=0.282 mkt=0.12 fracheston=0.14 relerr=0.1506 abserr=0.019 "
[1] "S=47.76 X=60.00 log(MN)=-0.228 tau=0.282 mkt=0.07 fracheston=0.02 relerr=0.7501 abserr=0.056 "
[1] "S=47.76 X=65.00 log(MN)=-0.308 tau=0.282 mkt=0.07 fracheston=0.00 relerr=0.9665 abserr=0.072 "
[1] "S=47.76 X=35.00 log(MN)=0.311 tau=0.643 mkt=12.90 fracheston=13.25 relerr=0.0270 abserr=0.348 ***"
[1] "S=47.76 X=40.00 log(MN)=0.177 tau=0.643 mkt=8.65 fracheston=8.75 relerr=0.0116 abserr=0.101 ***"
[1] "S=47.76 X=45.00 log(MN)=0.060 tau=0.643 mkt=4.80 fracheston=4.86 relerr=0.0116 abserr=0.055 "
[1] "S=47.76 X=50.00 log(MN)=-0.046 tau=0.643 mkt=1.88 fracheston=2.09 relerr=0.1139 abserr=0.213 ***"
[1] "S=47.76 X=55.00 log(MN)=-0.141 tau=0.643 mkt=0.72 fracheston=0.75 relerr=0.0292 abserr=0.021 "
[1] "S=47.76 X=20.00 log(MN)=0.870 tau=1.365 mkt=27.75 fracheston=28.11 relerr=0.0131 abserr=0.363 ***"
[1] "S=47.76 X=25.00 log(MN)=0.647 tau=1.365 mkt=23.10 fracheston=23.32 relerr=0.0095 abserr=0.220 ***"
[1] "S=47.76 X=30.00 log(MN)=0.465 tau=1.365 mkt=18.00 fracheston=18.67 relerr=0.0372 abserr=0.669 ***"
[1] "S=47.76 X=35.00 log(MN)=0.311 tau=1.365 mkt=13.60 fracheston=14.25 relerr=0.0477 abserr=0.648 ***"
[1] "S=47.76 X=40.00 log(MN)=0.177 tau=1.365 mkt=10.00 fracheston=10.19 relerr=0.0188 abserr=0.188 ***"
[1] "S=47.76 X=45.00 log(MN)=0.060 tau=1.365 mkt=6.35 fracheston=6.68 relerr=0.0522 abserr=0.331 ***"
[1] "S=47.76 X=50.00 log(MN)=-0.046 tau=1.365 mkt=3.70 fracheston=3.98 relerr=0.0752 abserr=0.278 ***"
[1] "S=47.76 X=55.00 log(MN)=-0.141 tau=1.365 mkt=2.08 fracheston=2.22 relerr=0.0711 abserr=0.148 ***"
[1] "S=47.76 X=60.00 log(MN)=-0.228 tau=1.365 mkt=1.02 fracheston=1.24 relerr=0.2129 abserr=0.218 ***"
[1] "S=47.76 X=20.00 log(MN)=0.870 tau=2.810 mkt=27.80 fracheston=28.82 relerr=0.0367 abserr=1.020 ***"
[1] "S=47.76 X=30.00 log(MN)=0.465 tau=2.810 mkt=19.20 fracheston=20.23 relerr=0.0534 abserr=1.026 ***"
[1] "S=47.76 X=40.00 log(MN)=0.177 tau=2.810 mkt=12.30 fracheston=12.79 relerr=0.0398 abserr=0.489 ***"
[1] "S=47.76 X=50.00 log(MN)=-0.046 tau=2.810 mkt=6.55 fracheston=7.16 relerr=0.0937 abserr=0.614 ***"
[1] "S=47.76 X=60.00 log(MN)=-0.228 tau=2.810 mkt=3.40 fracheston=3.76 relerr=0.1051 abserr=0.357 ***"
[1] "AVP,2002-02-08,2002-02-08,0.283778714965731,0.227842152486029,0.418763340661938"
[1] "Completed Heston calibration"
[1] "In LMHeston calibration"
[1] -0.35827636  0.31360225  0.06711602  0.36156117 -0.07137989
[1] "S=7.50 X=7.50 log(MN)=0.000 tau=0.032 mkt=0.15 heston=0.28 relerr=0.8943 abserr=0.134 ***"
[1] "S=7.50 X=10.00 log(MN)=-0.288 tau=0.032 mkt=0.05 heston=0.00 relerr=0.9965 abserr=0.050 "
[1] "S=7.50 X=12.50 log(MN)=-0.511 tau=0.032 mkt=0.12 heston=0.00 relerr=1.0000 abserr=0.125 ***"
[1] "S=7.50 X=5.00 log(MN)=0.405 tau=0.143 mkt=2.50 heston=2.52 relerr=0.0081 abserr=0.020 "
[1] "S=7.50 X=7.50 log(MN)=0.000 tau=0.143 mkt=0.60 heston=0.61 relerr=0.0087 abserr=0.005 "
[1] "S=7.50 X=10.00 log(MN)=-0.288 tau=0.143 mkt=0.12 heston=0.05 relerr=0.5886 abserr=0.074 "
[1] "S=7.50 X=5.00 log(MN)=0.405 tau=0.282 mkt=2.55 heston=2.58 relerr=0.0129 abserr=0.033 "
[1] "S=7.50 X=7.50 log(MN)=0.000 tau=0.282 mkt=0.82 heston=0.85 relerr=0.0330 abserr=0.027 "
[1] "S=7.50 X=10.00 log(MN)=-0.288 tau=0.282 mkt=0.17 heston=0.18 relerr=0.0224 abserr=0.004 "
[1] "S=7.50 X=12.50 log(MN)=-0.511 tau=0.282 mkt=0.12 heston=0.03 relerr=0.7885 abserr=0.099 "
[1] "S=7.50 X=15.00 log(MN)=-0.693 tau=0.282 mkt=0.12 heston=0.00 relerr=0.9759 abserr=0.122 ***"
[1] "S=7.50 X=17.50 log(MN)=-0.847 tau=0.282 mkt=0.12 heston=0.00 relerr=0.9978 abserr=0.125 ***"
[1] "S=7.50 X=20.00 log(MN)=-0.981 tau=0.282 mkt=0.12 heston=0.00 relerr=0.9998 abserr=0.125 ***"
[1] "S=7.50 X=5.00 log(MN)=0.405 tau=0.643 mkt=2.75 heston=2.79 relerr=0.0154 abserr=0.042 "
[1] "S=7.50 X=7.50 log(MN)=0.000 tau=0.643 mkt=1.27 heston=1.29 relerr=0.0134 abserr=0.017 "
[1] "S=7.50 X=10.00 log(MN)=-0.288 tau=0.643 mkt=0.47 heston=0.52 relerr=0.0988 abserr=0.047 "
[1] "S=7.50 X=7.50 log(MN)=0.000 tau=0.032 mkt=0.15 fracheston=0.25 relerr=0.6822 abserr=0.102 ***"
[1] "S=7.50 X=10.00 log(MN)=-0.288 tau=0.032 mkt=0.05 fracheston=0.00 relerr=0.9976 abserr=0.050 "
[1] "S=7.50 X=12.50 log(MN)=-0.511 tau=0.032 mkt=0.12 fracheston=-0.00 relerr=1.0000 abserr=0.125 ***"
[1] "S=7.50 X=5.00 log(MN)=0.405 tau=0.143 mkt=2.50 fracheston=2.52 relerr=0.0067 abserr=0.017 "
[1] "S=7.50 X=7.50 log(MN)=0.000 tau=0.143 mkt=0.60 fracheston=0.57 relerr=0.0525 abserr=0.032 "
[1] "S=7.50 X=10.00 log(MN)=-0.288 tau=0.143 mkt=0.12 fracheston=0.04 relerr=0.6661 abserr=0.083 "
[1] "S=7.50 X=5.00 log(MN)=0.405 tau=0.282 mkt=2.55 fracheston=2.57 relerr=0.0088 abserr=0.022 "
[1] "S=7.50 X=7.50 log(MN)=0.000 tau=0.282 mkt=0.82 fracheston=0.82 relerr=0.0030 abserr=0.002 "
[1] "S=7.50 X=10.00 log(MN)=-0.288 tau=0.282 mkt=0.17 fracheston=0.16 relerr=0.0584 abserr=0.010 "
[1] "S=7.50 X=12.50 log(MN)=-0.511 tau=0.282 mkt=0.12 fracheston=0.02 relerr=0.8116 abserr=0.101 ***"
[1] "S=7.50 X=15.00 log(MN)=-0.693 tau=0.282 mkt=0.12 fracheston=0.00 relerr=0.9787 abserr=0.122 ***"
[1] "S=7.50 X=17.50 log(MN)=-0.847 tau=0.282 mkt=0.12 fracheston=0.00 relerr=0.9980 abserr=0.125 ***"
[1] "S=7.50 X=20.00 log(MN)=-0.981 tau=0.282 mkt=0.12 fracheston=0.00 relerr=0.9998 abserr=0.125 ***"
[1] "S=7.50 X=5.00 log(MN)=0.405 tau=0.643 mkt=2.75 fracheston=2.78 relerr=0.0118 abserr=0.033 "
[1] "S=7.50 X=7.50 log(MN)=0.000 tau=0.643 mkt=1.27 fracheston=1.29 relerr=0.0094 abserr=0.012 "
[1] "S=7.50 X=10.00 log(MN)=-0.288 tau=0.643 mkt=0.47 fracheston=0.53 relerr=0.1093 abserr=0.052 "
[1] "BEAV,2002-02-08,2002-02-08,0.0655375067568867,0.0633668103346683,0.898714223921768"
[1] "Completed Heston calibration"
[1] "In LMHeston calibration"
[1] -3.455500e-01  1.874836e-01  1.701028e+00  1.797911e-01  3.134228e-05
[1] "S=71.23 X=70.00 log(MN)=0.017 tau=0.044 mkt=2.83 heston=2.96 relerr=0.0465 abserr=0.131 ***"
[1] "S=71.23 X=75.00 log(MN)=-0.052 tau=0.044 mkt=0.73 heston=0.84 relerr=0.1547 abserr=0.112 ***"
[1] "S=71.23 X=80.00 log(MN)=-0.116 tau=0.044 mkt=0.38 heston=0.12 relerr=0.6711 abserr=0.252 ***"
[1] "S=71.23 X=70.00 log(MN)=0.017 tau=0.183 mkt=5.10 heston=5.33 relerr=0.0444 abserr=0.227 ***"
[1] "S=71.23 X=75.00 log(MN)=-0.052 tau=0.183 mkt=2.72 heston=2.94 relerr=0.0779 abserr=0.212 ***"
[1] "S=71.23 X=80.00 log(MN)=-0.116 tau=0.183 mkt=1.32 heston=1.37 relerr=0.0367 abserr=0.049 "
[1] "S=71.23 X=70.00 log(MN)=0.017 tau=0.544 mkt=8.25 heston=8.68 relerr=0.0522 abserr=0.430 ***"
[1] "S=71.23 X=75.00 log(MN)=-0.052 tau=0.544 mkt=5.95 heston=6.14 relerr=0.0321 abserr=0.191 ***"
[1] "S=71.23 X=80.00 log(MN)=-0.116 tau=0.544 mkt=4.10 heston=4.08 relerr=0.0048 abserr=0.020 "
[1] "S=71.23 X=70.00 log(MN)=0.017 tau=0.905 mkt=10.30 heston=10.95 relerr=0.0630 abserr=0.649 ***"
[1] "S=71.23 X=75.00 log(MN)=-0.052 tau=0.905 mkt=8.00 heston=8.36 relerr=0.0456 abserr=0.364 ***"
[1] "S=71.23 X=80.00 log(MN)=-0.116 tau=0.905 mkt=5.80 heston=6.14 relerr=0.0593 abserr=0.344 ***"
[1] "S=71.23 X=70.00 log(MN)=0.017 tau=0.044 mkt=2.83 fracheston=2.83 relerr=0.0007 abserr=0.002 "
[1] "S=71.23 X=75.00 log(MN)=-0.052 tau=0.044 mkt=0.73 fracheston=0.73 relerr=0.0064 abserr=0.005 "
[1] "S=71.23 X=80.00 log(MN)=-0.116 tau=0.044 mkt=0.38 fracheston=0.10 relerr=0.7217 abserr=0.271 ***"
[1] "S=71.23 X=70.00 log(MN)=0.017 tau=0.183 mkt=5.10 fracheston=5.22 relerr=0.0234 abserr=0.120 ***"
[1] "S=71.23 X=75.00 log(MN)=-0.052 tau=0.183 mkt=2.72 fracheston=2.83 relerr=0.0381 abserr=0.104 ***"
[1] "S=71.23 X=80.00 log(MN)=-0.116 tau=0.183 mkt=1.32 fracheston=1.36 relerr=0.0247 abserr=0.033 "
[1] "S=71.23 X=70.00 log(MN)=0.017 tau=0.544 mkt=8.25 fracheston=8.59 relerr=0.0412 abserr=0.340 ***"
[1] "S=71.23 X=75.00 log(MN)=-0.052 tau=0.544 mkt=5.95 fracheston=6.06 relerr=0.0192 abserr=0.114 ***"
[1] "S=71.23 X=80.00 log(MN)=-0.116 tau=0.544 mkt=4.10 fracheston=4.12 relerr=0.0039 abserr=0.016 "
[1] "S=71.23 X=70.00 log(MN)=0.017 tau=0.905 mkt=10.30 fracheston=10.81 relerr=0.0494 abserr=0.508 ***"
[1] "S=71.23 X=75.00 log(MN)=-0.052 tau=0.905 mkt=8.00 fracheston=8.25 relerr=0.0313 abserr=0.251 ***"
[1] "S=71.23 X=80.00 log(MN)=-0.116 tau=0.905 mkt=5.80 fracheston=6.15 relerr=0.0604 abserr=0.350 ***"
[1] "LECO,2007-11-06,2007-11-06,0.248459171833413,0.176064286793113,0.31210564889648"
[1] "Completed Heston calibration"
[1] "In LMHeston calibration"
[1] "Completed Heston calibration"
[1] "In LMHeston calibration"
[1] -0.639291545  0.825205203  0.701755092  0.805674563  0.007911911
[1] "S=8.10 X=5.00 log(MN)=0.482 tau=0.071 mkt=3.10 heston=3.10 relerr=0.0015 abserr=0.005 "
[1] "S=8.10 X=7.50 log(MN)=0.077 tau=0.071 mkt=0.88 heston=0.82 relerr=0.0577 abserr=0.050 "
[1] "S=8.10 X=10.00 log(MN)=-0.211 tau=0.071 mkt=0.10 heston=0.03 relerr=0.7495 abserr=0.075 "
[1] "S=8.10 X=5.00 log(MN)=0.482 tau=0.183 mkt=3.20 heston=3.14 relerr=0.0197 abserr=0.063 "
[1] "S=8.10 X=7.50 log(MN)=0.077 tau=0.183 mkt=1.05 heston=1.06 relerr=0.0117 abserr=0.012 "
[1] "S=8.10 X=10.00 log(MN)=-0.211 tau=0.183 mkt=0.10 heston=0.13 relerr=0.3446 abserr=0.034 "
[1] "S=8.10 X=5.00 log(MN)=0.482 tau=0.544 mkt=3.30 heston=3.32 relerr=0.0060 abserr=0.020 "
[1] "S=8.10 X=7.50 log(MN)=0.077 tau=0.544 mkt=1.40 heston=1.47 relerr=0.0479 abserr=0.067 "
[1] "S=8.10 X=10.00 log(MN)=-0.211 tau=0.544 mkt=0.38 heston=0.41 relerr=0.1021 abserr=0.038 "
[1] "S=8.10 X=5.00 log(MN)=0.482 tau=0.905 mkt=3.40 heston=3.47 relerr=0.0204 abserr=0.069 "
[1] "S=8.10 X=7.50 log(MN)=0.077 tau=0.905 mkt=1.60 heston=1.67 relerr=0.0461 abserr=0.074 "
[1] "S=8.10 X=10.00 log(MN)=-0.211 tau=0.905 mkt=0.55 heston=0.58 relerr=0.0481 abserr=0.026 "
[1] "S=8.10 X=5.00 log(MN)=0.482 tau=0.071 mkt=3.10 fracheston=3.10 relerr=0.0014 abserr=0.004 "
[1] "S=8.10 X=7.50 log(MN)=0.077 tau=0.071 mkt=0.88 fracheston=0.79 relerr=0.1008 abserr=0.088 "
[1] "S=8.10 X=10.00 log(MN)=-0.211 tau=0.071 mkt=0.10 fracheston=0.02 relerr=0.8227 abserr=0.082 "
[1] "S=8.10 X=5.00 log(MN)=0.482 tau=0.183 mkt=3.20 fracheston=3.13 relerr=0.0218 abserr=0.070 "
[1] "S=8.10 X=7.50 log(MN)=0.077 tau=0.183 mkt=1.05 fracheston=1.01 relerr=0.0339 abserr=0.036 "
[1] "S=8.10 X=10.00 log(MN)=-0.211 tau=0.183 mkt=0.10 fracheston=0.11 relerr=0.0608 abserr=0.006 "
[1] "S=8.10 X=5.00 log(MN)=0.482 tau=0.544 mkt=3.30 fracheston=3.30 relerr=0.0005 abserr=0.002 "
[1] "S=8.10 X=7.50 log(MN)=0.077 tau=0.544 mkt=1.40 fracheston=1.43 relerr=0.0226 abserr=0.032 "
[1] "S=8.10 X=10.00 log(MN)=-0.211 tau=0.544 mkt=0.38 fracheston=0.38 relerr=0.0240 abserr=0.009 "
[1] "S=8.10 X=5.00 log(MN)=0.482 tau=0.905 mkt=3.40 fracheston=3.45 relerr=0.0142 abserr=0.048 "
[1] "S=8.10 X=7.50 log(MN)=0.077 tau=0.905 mkt=1.60 fracheston=1.66 relerr=0.0373 abserr=0.060 "
[1] "S=8.10 X=10.00 log(MN)=-0.211 tau=0.905 mkt=0.55 fracheston=0.57 relerr=0.0336 abserr=0.019 "
[1] "SWHC,2006-08-01,2006-08-01,0.0445543845423058,0.0379087986423462,0.573279458222142"
[1] "Completed Heston calibration"
[1] "In LMHeston calibration"
[1] -0.35762394  0.51641438  1.23312004  0.33143823 -0.08649913
[1] "S=24.12 X=22.50 log(MN)=0.070 tau=0.075 mkt=1.90 heston=1.94 relerr=0.0201 abserr=0.038 "
[1] "S=24.12 X=25.00 log(MN)=-0.036 tau=0.075 mkt=0.15 heston=0.51 relerr=2.4163 abserr=0.362 ***"
[1] "S=24.12 X=30.00 log(MN)=-0.218 tau=0.075 mkt=0.07 heston=0.00 relerr=0.9406 abserr=0.071 "
[1] "S=24.12 X=22.50 log(MN)=0.070 tau=0.187 mkt=2.35 heston=2.38 relerr=0.0131 abserr=0.031 "
[1] "S=24.12 X=25.00 log(MN)=-0.036 tau=0.187 mkt=0.42 heston=1.00 relerr=1.3496 abserr=0.574 ***"
[1] "S=24.12 X=30.00 log(MN)=-0.218 tau=0.187 mkt=0.15 heston=0.09 relerr=0.4272 abserr=0.064 "
[1] "S=24.12 X=22.50 log(MN)=0.070 tau=0.325 mkt=2.75 heston=2.81 relerr=0.0206 abserr=0.057 "
[1] "S=24.12 X=25.00 log(MN)=-0.036 tau=0.325 mkt=1.38 heston=1.45 relerr=0.0518 abserr=0.071 "
[1] "S=24.12 X=30.00 log(MN)=-0.218 tau=0.325 mkt=0.28 heston=0.27 relerr=0.0181 abserr=0.005 "
[1] "S=24.12 X=22.50 log(MN)=0.070 tau=0.687 mkt=3.60 heston=3.65 relerr=0.0148 abserr=0.053 "
[1] "S=24.12 X=25.00 log(MN)=-0.036 tau=0.687 mkt=2.20 heston=2.33 relerr=0.0613 abserr=0.135 ***"
[1] "S=24.12 X=30.00 log(MN)=-0.218 tau=0.687 mkt=0.78 heston=0.84 relerr=0.0852 abserr=0.066 "
[1] "S=24.12 X=22.50 log(MN)=0.070 tau=0.075 mkt=1.90 fracheston=1.91 relerr=0.0073 abserr=0.014 "
[1] "S=24.12 X=25.00 log(MN)=-0.036 tau=0.075 mkt=0.15 fracheston=0.46 relerr=2.0911 abserr=0.314 ***"
[1] "S=24.12 X=30.00 log(MN)=-0.218 tau=0.075 mkt=0.07 fracheston=0.00 relerr=0.9497 abserr=0.071 "
[1] "S=24.12 X=22.50 log(MN)=0.070 tau=0.187 mkt=2.35 fracheston=2.36 relerr=0.0043 abserr=0.010 "
[1] "S=24.12 X=25.00 log(MN)=-0.036 tau=0.187 mkt=0.42 fracheston=0.95 relerr=1.2417 abserr=0.528 ***"
[1] "S=24.12 X=30.00 log(MN)=-0.218 tau=0.187 mkt=0.15 fracheston=0.08 relerr=0.4396 abserr=0.066 "
[1] "S=24.12 X=22.50 log(MN)=0.070 tau=0.325 mkt=2.75 fracheston=2.79 relerr=0.0155 abserr=0.043 "
[1] "S=24.12 X=25.00 log(MN)=-0.036 tau=0.325 mkt=1.38 fracheston=1.41 relerr=0.0234 abserr=0.032 "
[1] "S=24.12 X=30.00 log(MN)=-0.218 tau=0.325 mkt=0.28 fracheston=0.27 relerr=0.0125 abserr=0.003 "
[1] "S=24.12 X=22.50 log(MN)=0.070 tau=0.687 mkt=3.60 fracheston=3.64 relerr=0.0103 abserr=0.037 "
[1] "S=24.12 X=25.00 log(MN)=-0.036 tau=0.687 mkt=2.20 fracheston=2.29 relerr=0.0423 abserr=0.093 "
[1] "S=24.12 X=30.00 log(MN)=-0.218 tau=0.687 mkt=0.78 fracheston=0.84 relerr=0.0808 abserr=0.063 "
[1] "HLS,2006-10-30,2006-10-30,0.127214828654997,0.106139502066076,0.75345833675032"
[1] "Completed Heston calibration"
[1] "In LMHeston calibration"
[1] -0.2472229  0.1640392  1.1433181  0.2067518 -0.1039849
[1] "S=42.85 X=30.00 log(MN)=0.357 tau=0.115 mkt=12.90 heston=12.97 relerr=0.0057 abserr=0.073 "
[1] "S=42.85 X=35.00 log(MN)=0.202 tau=0.115 mkt=8.35 heston=8.40 relerr=0.0060 abserr=0.050 "
[1] "S=42.85 X=40.00 log(MN)=0.069 tau=0.115 mkt=4.50 heston=4.66 relerr=0.0349 abserr=0.157 ***"
[1] "S=42.85 X=45.00 log(MN)=-0.049 tau=0.115 mkt=1.98 heston=2.14 relerr=0.0812 abserr=0.160 ***"
[1] "S=42.85 X=50.00 log(MN)=-0.154 tau=0.115 mkt=0.68 heston=0.79 relerr=0.1720 abserr=0.116 ***"
[1] "S=42.85 X=55.00 log(MN)=-0.250 tau=0.115 mkt=0.17 heston=0.23 relerr=0.3351 abserr=0.059 "
[1] "S=42.85 X=17.50 log(MN)=0.896 tau=0.226 mkt=25.40 heston=25.39 relerr=0.0003 abserr=0.007 "
[1] "S=42.85 X=20.00 log(MN)=0.762 tau=0.226 mkt=22.90 heston=22.91 relerr=0.0003 abserr=0.008 "
[1] "S=42.85 X=22.50 log(MN)=0.644 tau=0.226 mkt=20.40 heston=20.44 relerr=0.0019 abserr=0.039 "
[1] "S=42.85 X=25.00 log(MN)=0.539 tau=0.226 mkt=18.00 heston=18.00 relerr=0.0002 abserr=0.003 "
[1] "S=42.85 X=30.00 log(MN)=0.357 tau=0.226 mkt=13.30 heston=13.34 relerr=0.0029 abserr=0.039 "
[1] "S=42.85 X=35.00 log(MN)=0.202 tau=0.226 mkt=9.05 heston=9.19 relerr=0.0150 abserr=0.135 ***"
[1] "S=42.85 X=40.00 log(MN)=0.069 tau=0.226 mkt=5.75 heston=5.81 relerr=0.0105 abserr=0.060 "
[1] "S=42.85 X=45.00 log(MN)=-0.049 tau=0.226 mkt=3.30 heston=3.35 relerr=0.0141 abserr=0.047 "
[1] "S=42.85 X=50.00 log(MN)=-0.154 tau=0.226 mkt=1.77 heston=1.74 relerr=0.0171 abserr=0.030 "
[1] "S=42.85 X=55.00 log(MN)=-0.250 tau=0.226 mkt=0.78 heston=0.82 relerr=0.0576 abserr=0.045 "
[1] "S=42.85 X=30.00 log(MN)=0.357 tau=0.587 mkt=14.60 heston=14.76 relerr=0.0113 abserr=0.164 ***"
[1] "S=42.85 X=35.00 log(MN)=0.202 tau=0.587 mkt=11.00 heston=11.25 relerr=0.0231 abserr=0.254 ***"
[1] "S=42.85 X=40.00 log(MN)=0.069 tau=0.587 mkt=8.05 heston=8.32 relerr=0.0332 abserr=0.267 ***"
[1] "S=42.85 X=45.00 log(MN)=-0.049 tau=0.587 mkt=5.85 heston=5.95 relerr=0.0178 abserr=0.104 ***"
[1] "S=42.85 X=50.00 log(MN)=-0.154 tau=0.587 mkt=4.10 heston=4.13 relerr=0.0062 abserr=0.026 "
[1] "S=42.85 X=55.00 log(MN)=-0.250 tau=0.587 mkt=2.67 heston=2.76 relerr=0.0335 abserr=0.090 "
[1] "S=42.85 X=40.00 log(MN)=0.069 tau=0.948 mkt=9.85 heston=10.10 relerr=0.0249 abserr=0.245 ***"
[1] "S=42.85 X=45.00 log(MN)=-0.049 tau=0.948 mkt=7.55 heston=7.80 relerr=0.0335 abserr=0.253 ***"
[1] "S=42.85 X=50.00 log(MN)=-0.154 tau=0.948 mkt=5.75 heston=5.92 relerr=0.0302 abserr=0.174 ***"
[1] "S=42.85 X=55.00 log(MN)=-0.250 tau=0.948 mkt=4.20 heston=4.42 relerr=0.0516 abserr=0.217 ***"
[1] "S=42.85 X=30.00 log(MN)=0.357 tau=0.115 mkt=12.90 fracheston=12.96 relerr=0.0046 abserr=0.059 "
[1] "S=42.85 X=35.00 log(MN)=0.202 tau=0.115 mkt=8.35 fracheston=8.33 relerr=0.0022 abserr=0.018 "
[1] "S=42.85 X=40.00 log(MN)=0.069 tau=0.115 mkt=4.50 fracheston=4.49 relerr=0.0012 abserr=0.005 "
[1] "S=42.85 X=45.00 log(MN)=-0.049 tau=0.115 mkt=1.98 fracheston=1.95 relerr=0.0149 abserr=0.029 "
[1] "S=42.85 X=50.00 log(MN)=-0.154 tau=0.115 mkt=0.68 fracheston=0.68 relerr=0.0082 abserr=0.006 "
[1] "S=42.85 X=55.00 log(MN)=-0.250 tau=0.115 mkt=0.17 fracheston=0.20 relerr=0.1187 abserr=0.021 "
[1] "S=42.85 X=17.50 log(MN)=0.896 tau=0.226 mkt=25.40 fracheston=25.39 relerr=0.0003 abserr=0.007 "
[1] "S=42.85 X=20.00 log(MN)=0.762 tau=0.226 mkt=22.90 fracheston=22.91 relerr=0.0004 abserr=0.009 "
[1] "S=42.85 X=22.50 log(MN)=0.644 tau=0.226 mkt=20.40 fracheston=20.44 relerr=0.0019 abserr=0.039 "
[1] "S=42.85 X=25.00 log(MN)=0.539 tau=0.226 mkt=18.00 fracheston=18.00 relerr=0.0000 abserr=0.000 "
[1] "S=42.85 X=30.00 log(MN)=0.357 tau=0.226 mkt=13.30 fracheston=13.31 relerr=0.0008 abserr=0.011 "
[1] "S=42.85 X=35.00 log(MN)=0.202 tau=0.226 mkt=9.05 fracheston=9.10 relerr=0.0055 abserr=0.050 "
[1] "S=42.85 X=40.00 log(MN)=0.069 tau=0.226 mkt=5.75 fracheston=5.65 relerr=0.0169 abserr=0.097 "
[1] "S=42.85 X=45.00 log(MN)=-0.049 tau=0.226 mkt=3.30 fracheston=3.17 relerr=0.0406 abserr=0.134 ***"
[1] "S=42.85 X=50.00 log(MN)=-0.154 tau=0.226 mkt=1.77 fracheston=1.62 relerr=0.0897 abserr=0.159 ***"
[1] "S=42.85 X=55.00 log(MN)=-0.250 tau=0.226 mkt=0.78 fracheston=0.76 relerr=0.0187 abserr=0.014 "
[1] "S=42.85 X=30.00 log(MN)=0.357 tau=0.587 mkt=14.60 fracheston=14.77 relerr=0.0114 abserr=0.166 ***"
[1] "S=42.85 X=35.00 log(MN)=0.202 tau=0.587 mkt=11.00 fracheston=11.20 relerr=0.0184 abserr=0.203 ***"
[1] "S=42.85 X=40.00 log(MN)=0.069 tau=0.587 mkt=8.05 fracheston=8.21 relerr=0.0204 abserr=0.164 ***"
[1] "S=42.85 X=45.00 log(MN)=-0.049 tau=0.587 mkt=5.85 fracheston=5.84 relerr=0.0021 abserr=0.012 "
[1] "S=42.85 X=50.00 log(MN)=-0.154 tau=0.587 mkt=4.10 fracheston=4.05 relerr=0.0126 abserr=0.052 "
[1] "S=42.85 X=55.00 log(MN)=-0.250 tau=0.587 mkt=2.67 fracheston=2.76 relerr=0.0300 abserr=0.080 "
[1] "S=42.85 X=40.00 log(MN)=0.069 tau=0.948 mkt=9.85 fracheston=10.02 relerr=0.0175 abserr=0.172 ***"
[1] "S=42.85 X=45.00 log(MN)=-0.049 tau=0.948 mkt=7.55 fracheston=7.72 relerr=0.0229 abserr=0.173 ***"
[1] "S=42.85 X=50.00 log(MN)=-0.154 tau=0.948 mkt=5.75 fracheston=5.89 relerr=0.0235 abserr=0.135 ***"
[1] "S=42.85 X=55.00 log(MN)=-0.250 tau=0.948 mkt=4.20 fracheston=4.45 relerr=0.0597 abserr=0.251 ***"
[1] "RTEC,2002-03-22,2002-03-22,0.108513488651899,0.0794922390904487,0.201276536952308"