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 | 0.018879 (6.359e−4) | 0.019397 (1.178e−4) | - | 0.019528 | - |
95.0001 | 0.018879 (6.359e−4) | 0.019397 (1.178e−4) | 0.018508 (0.00033) | 0.019528 | 0.019515 (0.00021) |
100 | 0.041751 (1.182e−3) | 0.042716 (2.184e−4) | 0.043521 (0.00051) | 0.042957 | 0.042736 (0.00031) |
109.9999 | 0.018067 (6.086e−4) | 0.018563 (1.128e−4) | 0.018853 (0.00033) | 0.018688 | 0.018676 (0.00019) |
110 | 0.018067 (6.086e−4) | 0.018563 (1.128e−4) | - | 0.018688 | - |
CPU | 87 ms | 407 ms | 1643 s | 9 s | hundred sec. |