S0

Numerical

algorithm

n = 200

Numerical

algorithm

n = 1000

Monte Carlo

simulation

Times = 106

Milev’s Num.

algorithm

n = 1000

Milev’s M.C.

simulation

times = 107

95

0.172487

(0.00197)

0.174095

(0.00036)

-

0.174498

-

95.0001

0.172489

(0.00197)

0.174096

(0.00036)

0.174872

(0.00103)

0.174499

0.17486

(0.00064)

100

0.229986

(0.00247)

0.232003

(0.00045)

0.231914

(0.00118)

0.232508

0.23263

(0.00036)

109.9999

0.165450

(0.00191)

0.167005

(0.00035)

0.167474

(0.00101)

0.167394

0.16732

(0.00062)

110

0.165449

(0.00191)

0.167004

(0.00035)

-

0.167393

-

CPU

27 ms

78 ms

418 s

39 s

hundred sec.