Table 3: Exact values of under different stochastic interest models.


0.0 0.005920 0.004946 0.004485 0.007770 0.006244 0.005557 0.010942 0.008300 0.007190
0.1 0.005934 0.004956 0.004494 0.007794 0.006260 0.005570 0.010984 0.008327 0.007211
0.2 0.005978 0.004988 0.004521 0.007865 0.006309 0.005609 0.011114 0.008407 0.007273
0.3 0.006053 0.005042 0.004566 0.007986 0.006391 0.005676 0.011337 0.008543 0.007379
0.4 0.006160 0.005119 0.004631 0.008162 0.006509 0.005772 0.011662 0.008741 0.007532
0.5 0.006304 0.005222 0.004716 0.008399 0.006667 0.005899 0.012103 0.009008 0.007737
0.6 0.006487 0.005353 0.004825 0.008704 0.006870 0.006062 0.012683 0.009354 0.008001
0.7 0.006716 0.005515 0.004959 0.009091 0.007124 0.006265 0.013433 0.009793 0.008334
0.8 0.006999 0.005713 0.005122 0.009575 0.007438 0.006514 0.014397 0.010346 0.008749
0.9 0.007345 0.005953 0.005320 0.010181 0.007824 0.006819 0.015640 0.011041 0.009266
1.0 0.007770 0.006244 0.005557 0.010942 0.008300 0.007190 0.017263 0.011918 0.009909
1.1 0.008290 0.006596 0.005842 0.011903 0.008888 0.007644 0.019418 0.013038 0.010715
1.2 0.008938 0.007024 0.006185 0.013136 0.009620 0.008203 0.022356 0.014486 0.011737
1.3 0.009747 0.007548 0.006601 0.014744 0.010542 0.008896 0.026513 0.016401 0.013053
1.4 0.010774 0.008196 0.007109 0.016898 0.011724 0.009767 0.032707 0.019007 0.014785
1.5 0.012103 0.009008 0.007737 0.019881 0.013271 0.010881 0.042680 0.022692 0.017132