| 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 | 0.002536 (1.619e−4) | 0.002668 (3.020e−5) | - | 0.0027003 | - |
| 95.0001 | 0.002536 (1.619e−4) | 0.002668 (3.020e−5) | 0.002737 (0.00012) | 0.0027005 | 0.002673 (0.00007) |
| 100 | 0.010918 (4.915e−4) | 0.011319 (9.055e−5) | 0.011167 (0.00025) | 0.011414 | 0.011394 (0.00015) |
| 109.9999 | 0.002427 (1.550e−4) | 0.002553 (2.890e−5) | 0.002697 (0.00012) | 0.00258415 | 0.002664 (0.00007) |
| 110 | 0.002427 (1.550e−4) | 0.002553 (2.890e−5) | - | 0.0025843 | - |
| CPU | 408 ms | 2025 ms | 7836 s | 39 s | hundreds sec. |