Theory and Modern Applications
t | \(\mathbb{V}[X_{15}(t)]\) | \(\mathbb{V}[X_{16}(t)]\) | MC 50,000 | MC 100,000 |
---|---|---|---|---|
0.00 | 1 | 1 | 0.98671 | 1.00327 |
0.25 | 0.77433 | 0.77433 | 0.76716 | 0.77821 |
0.50 | 0.37752 | 0.37752 | 0.37822 | 0.37992 |
0.75 | 0.54181 | 0.54181 | 0.53554 | 0.54357 |
1.00 | 2.10396 | 2.10396 | 2.06444 | 2.10993 |
1.25 | 5.48674 | 5.48670 | 5.40047 | 5.50378 |
1.50 | 10.4476 | 10.4467 | 10.3456 | 10.4828 |
1.75 | 18.0186 | 18.0108 | 17.9539 | 18.0963 |
2.00 | 43.5731 | 43.6462 | 43.5773 | 44.1340 |