Option Pricing on Contract M2.A
14.214PricePDE
Evaluation results
| Method | Links | |
|---|---|---|
| PDEMonte Carlo paths=1.6 x 10^6, Exercise frequency=1/1922026.06 | 14.214 | |
| CARLOSTraining Time (s)=57.00(5.11), Monte Carlo paths=1.6 x 10^6, Exercise frequency=1/1922026.06 | 14.171 | |
| ADNNTraining Time (s)=297.15(0.39), Monte Carlo paths=1.6 x 10^6, Exercise frequency=1/1922026.06 | 14.133 | |
| LiteratureMonte Carlo paths=1.6 x 10^6, Exercise frequency=1/1922026.06 | 13.901 |