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ResearchFormerly WizWand

Up-and-out call option pricing on Synthetic Lognormal Option g1 Parameters 1.0 (test)

0.6735Estimated PricePrior
0.286242.9002455.514258.128255Jan 11, 2026
Updated 8mo ago

Evaluation results

MethodLinks
PriorH0=2.7183, s1=2.1172026.010.6735
PriorH0=20.0855, s1=1.64872026.012.7121
Smooth WassersteinH0=2.7183, s1=2.1172026.015.2194
KL DivergenceH0=2.7183, s1=2.1172026.015.3727
WassersteinH0=2.7183, s1=2.1172026.015.7158
surrogateH0=2.7183, s1=2.1172026.015.7588
KL DivergenceH0=20.0855, s1=1.64872026.019.7641
surrogateH0=20.0855, s1=1.64872026.0110.053
Smooth WassersteinH0=20.0855, s1=1.64872026.0110.313
WassersteinH0=20.0855, s1=1.64872026.0110.355