Table 3: Call option , , , , and .

Parameters Exact formula Approximation HW
Price Price Error Price Error

0.25 1.3887209 1.3887438 1.3883284
1 3.0389972 3.0391797 3.0359001
2.5 5.2954739 5.2961870 5.2835621
5 8.2781049 8.2800813 8.2459195