No shout counter resets No shout counter resets No shout counter resets No shout counter resets No shout counter resets Shout counter reset yearly Shout counter reset yearly Shout counter reset yearly
Number of shouts
1
2
5
10
1/yr (5 total) 2/yr (10 total) 4/yr (20 total)
Algorithm in this paper Algorithm in this paper Algorithm in this paper Algorithm in this paper Algorithm in this paper Algorithm in this paper Algorithm in this paper Algorithm in this paper
Asset nodes Option value at \(S=100\) Option value at \(S=100\) Option value at \(S=100\) Option value at \(S=100\) Option value at \(S=100\) Option value at \(S=100\) Option value at \(S=100\)
100 5.5701 7.7158 11.280 13.805 9.9502 12.411 14.474
200 5.5706 7.7226 11.285 13.818 9.9535 12.416 14.488
400 5.5713 7.7235 11.296 13.825 9.9549 12.419 14.492
800 5.5714 7.7242 11.299 13.829 9.9561 12.420 14.497
Course grid error 0.0052 0.0081 0.0095 0.014 0.00087 0.014 0.016
Result in [4] Result in [4] Result in [4] Result in [4] Result in [4] Result in [4] Result in [4] Result in [4]
Asset nodes Option value at \(S=100\) Option value at \(S=100\) Option value at \(S=100\) Option value at \(S=100\) Option value at \(S=100\) Option value at \(S=100\) Option value at \(S=100\)
100 5.5648 7.7144 11.278 13.793 9.9412 12.399 14.463
200 5.5697 7.7215 11.291 13.814 9.9524 12.415 14.485
400 5.5709 7.7233 11.294 13.820 9.9551 12.419 14.49
800 5.5712 7.7238 11.295 13.821 9.9557 12.419 14.491
Course grid error 0.0064 0.0094 0.017 0.028 0.0145 0.020 0.028
Result in [2] Result in [2] Result in [2] Result in [2] Result in [2] Result in [2] Result in [2] Result in [2]
Time steps Option value at \(S=100\) Option value at \(S=100\) Option value at \(S=100\) Option value at \(S=100\) Option value at \(S=100\) Option value at \(S=100\) Option value at \(S=100\)
100 5.59 7.74 11.22 13.53
250 5.58 7.73 11.27 13.71
500 5.58 7.73 11.28 13.77 N/A N/A N/A
1000 5.57 7.73 11.29 13.80
5000 5.57 7.72 11.29 13.82
Course grid error 0.02 0.02 0.07 0.29