Fractional Order Stochastic Differential Equation with Application in European Option Pricing

Table 2

Simulation results of SDE with FBM.

Simulation times	Real value	Mean value	Standard deviation	Error rate	Confidence interval
100	2445	2358.2	77.4242	3.55%	[2343.0, 2373.3]
1000	2445	2360.8	76.3254	3.44%	[2356.1, 2365.6]
10000	2445	2360	78.0423	3.48%	[2358.6, 2361.6]
100000	2445	2361.2	78.5882	3.43%	[2360.8, 2361.7]