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American option pricing on fractional Brownian motion 25 Hurst exponents, 500 samples (test)
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0.52
MSE
K^2_S
0.4308
1.0329
1.635
2.2371
Sep 8, 2021
MSE
Updated 1mo ago
Evaluation Results
Method
Method
Links
MSE
K^2_S
Kernel=K^2_S
2021.09
0.52
K^1_S
Kernel=K^1_S
2021.09
0.9
RBF
Kernel=RBF
2021.09
1.07
Matérn
Kernel=Matérn
2021.09
2.75
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