S0 | Numerical algorithm n = 200 | Numerical algorithm n = 1000 | Numerical algorithm n = 2000 | Monte Carlo Simulation Times = 106 |
80.1 | 0.109371 (0.01748) | 0.123303 (0.00355) | 0.125255 (0.00160) | 0.124955 (0.00146) |
81 | 0.329240 (0.01826) | 0.343901 (0.00360) | 0.345886 (0.00161) | 0.346085 (0.00240) |
100 | 5.349461 (0.04085) | 5.315899 (0.00730) | 5.311831 (0.00323) | 5.296170 (0.00847) |
139 | 1.613736 (0.17757) | 1.758731 (0.03257) | 1.776845 (0.01447) | 1.789104 (0.00615) |
139.9 | 0.777533 (0.16118) | 0.907367 (0.03135) | 0.924693 (0.01402) | 0.948932 (0.00457) |
CPU | 9942 ms | 49 s | 102 s | 7414 s |