Option Pricing on Contract M2.B
15.777PricePDE
Evaluation results
| Method | Links | |
|---|---|---|
| PDEMonte Carlo paths=1.6 x 10^6, Exercise frequency=1/1922026.06 | 15.777 | |
| CARLOSTraining Time (s)=51.02(0.95), Monte Carlo paths=1.6 x 10^6, Exercise frequency=1/1922026.06 | 15.711 | |
| ADNNTraining Time (s)=302.93(0.84), Monte Carlo paths=1.6 x 10^6, Exercise frequency=1/1922026.06 | 15.615 | |
| LiteratureMonte Carlo paths=1.6 x 10^6, Exercise frequency=1/1922026.06 | 15.575 |