Exotic Option Pricing on Asset-or-nothing exotic options (test)
-0.7799Relative ErrorPrior
Evaluation results
| Method | Links | |
|---|---|---|
| PriorTest Case=12026.01 | -0.7799 | |
| PriorTest Case=22026.01 | -0.7257 | |
| KL DivergenceTest Case=22026.01 | -0.0212 | |
| KL DivergenceTest Case=12026.01 | -0.0141 | |
| WassersteinTest Case=12026.01 | -0.0053 | |
| Smooth WassersteinTest Case=22026.01 | 0.0227 | |
| WassersteinTest Case=22026.01 | 0.0669 | |
| Smooth WassersteinTest Case=12026.01 | 0.0973 |