Item

Martingale pricing

Monte Carlo simulation

Average

Initial investment

1

50,000

1

50,000

1

50,000

Fixed income

0.9984

49917.8589

0.9984

49917.8589

0.9984

49917.8589

Floated income

0.0008

40.7423

0.0009

42.5279

0.0008

41.6351

Theoretical value

0.9992

49958.6012

0.9992

49960.3868

0.9992

49959.4940

Issue income

0.0008

41.3988

0.0008

39.6132

0.0008

40.5060

Premium rate

0.08%

0.08%

0.08%

0.08%

0.08%

0.08%