K

Monte Carlo

Hagan (30)

Uncorrelated pricing formula (48)

90

23.573138

23.415000

23.626726

95

20.440334

20.337570

20.457574

100

17.562962

17.624483

17.594033

105

15.066565

15.291032

15.063452

110

12.885739

13.322697

12.875527