|
| Scenario 1 | Scenario 2 | Scenario 3 | Scenario 4 |
| Mean | 0 | 0 | 0 | 0 |
| Standard Deviation | 0.2 | 0.3 | 0.2 | 0.3 |
| Skewness | 0 | 0 | 0 | 0 |
| Kurtosis | 4 | 4 | 7 | 7 |
| c | 0 | 0 | 0 | 0 |
| v | 300/1 | 300/1 | 300/4 | 300/4 |
| θ | 0 | 0 | 0 | 0 |
| σ | 0.2 | 0.3 | 0.2 | 0.3 |
| Plain Vanilla European | 8.6426 | 13.9185 | 8.6307 | 13.8997 |
| Plain Vanilla American | 8.7705 | 14.6023 | 8.6693 | 14.0914 |
| Asian European | 5.2851 | 8.3529 | 4.9758 | 8.0007 |
| Asian American | 5.3009 | 8.8316 | 5.0864 | 8.1034 |