Cash-or-nothing option pricing on Synthetic Lognormal Option g2 Parameters 1.0 (test)
2Estimated Price ErrorPrior
Evaluation results
| Method | Links | |
|---|---|---|
| PriorC=4, s2=2.73812026.01 | 2 | |
| PriorC=4, s2=1.64872026.01 | 2 | |
| Smooth WassersteinC=4, s2=1.64872026.01 | 3.1307 | |
| KL DivergenceC=4, s2=1.64872026.01 | 3.1443 | |
| WassersteinC=4, s2=2.73812026.01 | 3.3446 | |
| WassersteinC=4, s2=1.64872026.01 | 3.3446 | |
| surrogateC=4, s2=1.64872026.01 | 3.3645 | |
| KL DivergenceC=4, s2=2.73812026.01 | 3.458 | |
| Smooth WassersteinC=4, s2=2.73812026.01 | 3.672 | |
| surrogateC=4, s2=2.73812026.01 | 3.7319 |