Research Article
An Analysis of Asymptotic Properties and Error Control under the Exponential Jump-Diffusion Model for American Option Pricing
Table 1
Confidence interval according to the number of sampling.
| Trajectories | Mean BS | Min BS | Max BS | Mean jump-dif | Min jump-dif | Max jump-dif |
| | 19.8883 | 19.8103 | 19.9663 | 21.7427 | 21.6420 | 21.8433 | | 19.8414 | 19.8061 | 19.8768 | 21.8000 | 21.7546 | 21.8454 | | 19.8514 | 19.8011 | 19.8721 | 21.8000 | 21.77746 | 21.8401 | | 19.8528 | 19.8079 | 19.8711 | 21.8270 | 21.7950 | 21.8390 |
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