Parameters

GHS method

ZLG method

PCP-IS method

s

K

Price

VarRatio

Price

VarRatio

Price

VarRatio

0.05

45

6.042

39.8

6.042

931.2

6.041

2.10E+07

50

1.437

6.4

1.438

11.5

1.438

11.5

55

0.007

138.1

0.007

35.9

0.007

0.0

0.1

45

6.055

10.8

6.055

24.5

6.055

754.6

50

1.919

7

1.919

11.9

1.919

5.3

55

0.202

21.2

0.202

13.3

0.200

0.2

0.2

45

6.418

7.7

6.419

14.5

6.419

51.2

50

3.028

8.2

3.028

13.4

3.030

5.4

55

1.106

13

1.106

14

1.107

0.9

0.3

45

7.15

8.3

7.151

15

7.150

31.2

50

4.169

9.2

4.169

14.9

4.168

7.2

55

2.211

12.2

2.21

15.4

2.215

2.1

0.5

45

8.996

10.6

8.996

18.6

9.001

29.3

50

6.459

11.6

6.457

18.7

6.461

10.6

55

4.455

13.5

4.543

18.9

4.541

4.3