Option Pricing on Contract M5.A
26.55PriceCARLOS
Evaluation results
| Method | Links | |
|---|---|---|
| CARLOSTraining Time (s)=451.28(36.26), Monte Carlo paths=1.6 x 10^6, Exercise frequency=1/1922026.06 | 26.55 | |
| ADNNTraining Time (s)=2647.36(38.86), Monte Carlo paths=1.6 x 10^6, Exercise frequency=1/1922026.06 | 26.401 | |
| LiteratureMonte Carlo paths=1.6 x 10^6, Exercise frequency=1/1922026.06 | 26.151 |