$K=3360,S_0=3360,\sigma =0.341094787,r=0.0184,d=0,$

$T=1,N_T=365,\Delta T=1/365,n_s=64,N_S=200000$

Type of average

Window size

Price

Conf. Int.

Std. err.

Arithmetic

3

666.3121

(662.7878, 669.8365)

1.7981

7

662.7334

(659.2172, 666.2496)

1.794

11

659.2736

(655.7652, 662.7820)

1.79

15

655.7952

(652.2948, 659.2956)

1.7859

19

652.335

(648.8427, 655.8272)

1.7818

23

648.8879

(645.4037, 652.3720)

1.7776

27

645.3791

(641.9031, 648.8550)

1.7735

Geometric

3

666.099

(662.5751, 669.6229)

1.7979

7

662.1874

(658.6724, 665.7024)

1.7933

11

658.412

(654.9056, 661.9185)

1.789

15

654.6244

(651.1266, 658.1222)

1.7846

19

650.8632

(647.3743, 654.3520)

1.78

23

647.1219

(643.6418, 650.6020)

1.7756

27

643.322

(639.8508, 646.7931)

1.771

Harmonic

3

665.8863

(662.3629, 669.4097)

1.7977

7

661.6427

(658.1289, 665.1564)

1.7927

11

657.553

(654.0486, 661.0575)

1.788

15

653.4574

(649.9623, 656.9525)

1.7832

19

649.3978

(645.9123, 652.8832)

1.7783

23

645.3643

(641.8883, 648.8403)

1.7735

27

641.2749

(637.8085, 644.7412)

1.7686