| Mixed bifractional Brownian model simulation value | Classic B-S model simulation value | True value |
1st qu. | 0.08379 | 0.08870 | 0.08500 |
median | 0.08534 | 0.09086 | 0.08800 |
mean | 0.08594 | 0.08985 | 0.08714 |
3rd qu. | 0.08681 | 0.09204 | 0.08900 |
variance | 0.00001229301 | 0.000009739342 | 0.00000647619 |