Likelihood Approximation on Heston model 19 (test)
0.0003Relative Log-LH Error (mu*)NF
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| NFDelta=0.5, N_test=1002026.06 | 0.0003 | 0.063 | 0.012 | 0.013 | |
| A.-S.Delta=0.5, N_test=1002026.06 | 0.0064 | 0.401 | 0.078 | 0.193 | |
| Itô-TaylorDelta=0.5, N_test=1002026.06 | 0.0093 | 0.361 | 0.089 | 0.064 |