Asset-or-nothing option pricing on Synthetic Lognormal Option g3 Parameters 1.0 (test)
12.053Estimated PriceWasserstein
Evaluation results
| Method | Links | |
|---|---|---|
| Wassersteins3=7.38912026.01 | 12.053 | |
| Smooth Wassersteins3=7.38912026.01 | 11.554 | |
| surrogates3=7.38912026.01 | 11.297 | |
| Smooth Wassersteins3=4.48172026.01 | 11.169 | |
| KL Divergences3=7.38912026.01 | 11.057 | |
| surrogates3=4.48172026.01 | 10.178 | |
| Wassersteins3=4.48172026.01 | 10.125 | |
| KL Divergences3=4.48172026.01 | 10.034 | |
| Priors3=7.38912026.01 | 3.0988 | |
| Priors3=4.48172026.01 | 2.2408 |