Up-and-out call option pricing on Synthetic Lognormal Option g1 Parameters 1.0 (test)
0.6735Estimated PricePrior
Evaluation Results
| Method | Links | |
|---|---|---|
| PriorH0=2.7183, s1=2.1172026.01 | 0.6735 | |
| PriorH0=20.0855, s1=1.64872026.01 | 2.7121 | |
| Smooth WassersteinH0=2.7183, s1=2.1172026.01 | 5.2194 | |
| KL DivergenceH0=2.7183, s1=2.1172026.01 | 5.3727 | |
| WassersteinH0=2.7183, s1=2.1172026.01 | 5.7158 | |
| surrogateH0=2.7183, s1=2.1172026.01 | 5.7588 | |
| KL DivergenceH0=20.0855, s1=1.64872026.01 | 9.7641 | |
| surrogateH0=20.0855, s1=1.64872026.01 | 10.053 | |
| Smooth WassersteinH0=20.0855, s1=1.64872026.01 | 10.313 | |
| WassersteinH0=20.0855, s1=1.64872026.01 | 10.355 |