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 |