| Mixed bifractional Brownian model simulation value | Classic B-S model simulation value | True value |
1st qu. | 0.35044 | 0.1909 | 0.708 |
median | 0.50542 | 0.2336 | 1.042 |
mean | 1.16469 | 0.2620 | 2.204 |
3rd qu. | 1.80613 | 0.3131 | 2.540 |
variance | 1.502611 | 0.01084814 | 6.210699 |