Option Pricing on Contract M5.B
12.009PriceCARLOS
Evaluation results
| Method | Links | |
|---|---|---|
| CARLOSTraining Time (s)=344.69(44.41), Monte Carlo paths=1.6 x 10^6, Exercise frequency=1/1922026.06 | 12.009 | |
| ADNNTraining Time (s)=780.04(8.93), Monte Carlo paths=1.6 x 10^6, Exercise frequency=1/1922026.06 | 11.914 | |
| LiteratureMonte Carlo paths=1.6 x 10^6, Exercise frequency=1/1922026.06 | 11.81 |