Exotic Option Pricing on Up-and-out exotic options (test)
-0.8831Relative ErrorPrior
Evaluation results
| Method | Links | |
|---|---|---|
| PriorTest Case=12026.01 | -0.8831 | |
| PriorTest Case=22026.01 | -0.7302 | |
| Smooth WassersteinTest Case=12026.01 | -0.0937 | |
| KL DivergenceTest Case=12026.01 | -0.067 | |
| KL DivergenceTest Case=22026.01 | -0.0288 | |
| WassersteinTest Case=12026.01 | -0.0075 | |
| Smooth WassersteinTest Case=22026.01 | 0.0258 | |
| WassersteinTest Case=22026.01 | 0.03 |