Option Pricing on Contract M3
11.51PriceCARLOS
Evaluation results
| Method | Links | |
|---|---|---|
| CARLOSTraining Time (s)=117.91(4.63), Monte Carlo paths=1.6 x 10^6, Exercise frequency=1/1922026.06 | 11.51 | |
| ADNNTraining Time (s)=1272.05(22.97), Monte Carlo paths=1.6 x 10^6, Exercise frequency=1/1922026.06 | 11.457 | |
| LiteratureMonte Carlo paths=1.6 x 10^6, Exercise frequency=1/1922026.06 | 11.278 |