QMC Black Scholes
QMC Black Scholes
QMC Black Scholes
Exact Value
Analytical Result = #VALUE! (compare this number with the simulated option value: they need be close)
Computational Time: Look the sheet "Performance_table" in order to have an idea on the computational time with the numbe
5,000 simulations take one second or less for one simulation and ~ 2 seconds for the three simulations in parallel
on value: they need be close)