S0 | Numerical algorithm n = 200 | Numerical algorithm n = 1000 | Numerical algorithm n = 2000 | Monte Carlo Simulation Times = 106 |
80.1 | 0.255603 (0.01708) | 0.269405 (0.00328) | 0.271218 (0.00146) | 0.275555 (0.00224) |
81 | 0.461714 (0.01941) | 0.477431 (0.00369) | 0.479476 (0.00165) | 0.484087 (0.00296) |
100 | 5.042788 (0.01736) | 5.028913 (0.00349) | 5.026992 (0.00156) | 5.020779 (0.00857) |
139 | 0.951235 (0.06628) | 1.005237 (0.01228) | 1.012056 (0.00546) | 1.022783 (0.00458) |
139.9 | 0.660173 (0.05794) | 0.707246 (0.01087) | 0.713274 (0.00484) | 0.716428 (0.00386) |
CPU | 376 ms | 1891 ms | 6496 ms | 7378 s |