Posterior sampling on Heston model posterior sampling 19
2,243Time (s)NF
Evaluation results
| Method | Links | |||||||
|---|---|---|---|---|---|---|---|---|
| NFModel=Heston, Number of MCMC samples=10^42026.06 | 2,243 | 0.066 | 0.0003 | 0.057 | 0.004 | 0.0046 | 0.011 | |
| FourierModel=Heston, Number of MCMC samples=10^42026.06 | 14,560 | — | — | — | — | — | — | |
| Itô-TaylorModel=Heston, Number of MCMC samples=10^42026.06 | 15,069 | 0.948 | 0.0071 | 0.938 | 0.0918 | 0.0518 | 0.066 |