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 |