A Jump Diffusion Model with Fast Mean-Reverting Stochastic Volatility for Pricing Vulnerable Options

Table 6

AIC and BIC of the proposed model under normal, Student-t, and skewed Student-t distributions for various sample sizes.

Sample size	Normal		Student-t		Skewed Student-t
	AIC	BIC	AIC	BIC	AIC	BIC
1000	2.9466	2.9653	2.9017	2.9296	2.8968	2.9230
2000	2.9051	2.9191	2.8624	2.8792	2.8554	2.8750
3000	2.7080	2.7180	2.6615	2.6735	2.6531	2.6671
4000	2.6422	2.6501	2.5769	2.5863	2.5672	2.5782