S0 | Numerical algorithm n = 200 | Numerical algorithm n = 1000 | Numerical algorithm n = 2000 | Monte Carlo Simulation Times = 106 |
95.1 | 1.08754e−6 (1.131e−7) | 1.17917e−6 (2.149e−8) | 1.19107e−6 (9.588e−9) | 0(−) |
96 | 1.77950e−6 (1.769e−7) | 1.922880e−6 (3.353e−8) | 1.94145e−6 (1.496e−8) | 3.33815e−6 (2.41542e−6) |
100 | 3.93182e−6 (3.626e−7) | 4.22590e−6 (6.850e−8) | 4.22590e−6 (6.850e−8) | 9.290592e−7 (8.43256e−7) |
104 | 2.18637e−6 (2.171e−7) | 2.36232e−6 (4.114e−8) | 2.38510e−6 (1.835e−8) | 0(−) |
104.9 | 1.44651e−6 (1.499e−7) | 1.56798e−6 (2.847e−8) | 1.58375e−6 (1.269e−8) | 4.638891e−6 (3.373127e−6) |
CPU | 397 ms | 2072 ms | 7114 ms | 7984 s |