Exotic Option Pricing on Cash-or-nothing exotic options (test)
-0.4641Relative ErrorPrior
Evaluation results
| Method | Links | |
|---|---|---|
| PriorTest Case=22026.01 | -0.4641 | |
| PriorTest Case=12026.01 | -0.4056 | |
| WassersteinTest Case=22026.01 | -0.1038 | |
| KL DivergenceTest Case=22026.01 | -0.0734 | |
| Smooth WassersteinTest Case=12026.01 | -0.0695 | |
| KL DivergenceTest Case=12026.01 | -0.0654 | |
| Smooth WassersteinTest Case=22026.01 | -0.0161 | |
| WassersteinTest Case=12026.01 | -0.0059 |