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. |