Option Pricing on Contract B2
1.478PricePDE
Evaluation results
| Method | Links | |
|---|---|---|
| PDEMonte Carlo paths=1.6 x 10^6, Exercise frequency=1/1922026.06 | 1.478 | |
| CARLOSTraining Time (s)=9.37(0.81), Monte Carlo paths=1.6 x 10^6, Exercise frequency=1/1922026.06 | 1.474 | |
| ADNNTraining Time (s)=140.57(0.24), Monte Carlo paths=1.6 x 10^6, Exercise frequency=1/1922026.06 | 1.468 | |
| LiteratureMonte Carlo paths=1.6 x 10^6, Exercise frequency=1/1922026.06 | 1.46 |