Volatility parameter | Hitting Time Error using Brownian Bridge Technique | Standard Error using Brownian Bridge Technique | Hitting Time Error using Exponential Timestepping algorithm | Standard Error using Exponential Timestepping algorithm |
0.20 | 0.0031 | 0.0026 | 0.0046 | 0.0026 |
0.30 | 0.0040 | 0.0039 | 0.0056 | 0.0039 |
0.40 | 0.0098 | 0.0050 | 0.0051 | 0.0050 |
0.50 | 0.0126 | 0.0060 | 0.0021 | 0.0060 |
0.60 | 0.0173 | 0.0068 | 0.0043 | 0.0068 |