| Mixed bifractional Brownian model simulation value | Classic B-S model simulation value | True value |
1st qu. | 0.8764 | 0.9742 | 0.8920 |
median | 0.8973 | 1.0005 | 0.9410 |
mean | 0.9181 | 0.9836 | 0.9341 |
3rd qu. | 0.9523 | 1.0177 | 0.9620 |
variance | 0.004227694 | 0.002446244 | 0.001605285 |