| Mixed bifractional Brownian model simulation value | Classic B-S model simulation value | True value |
1st qu. | 0.1162 | 0.1100 | 0.1140 |
median | 0.1171 | 0.1108 | 0.1160 |
mean | 0.1167 | 0.1111 | 0.1148 |
3rd qu. | 0.1188 | 0.1109 | 0.1160 |
variance | 0.00001763709 | 0.000004520498 | 0.0000092 |