### Table 1. Comparison of accuracy for the European put option with E = 10; r = 0:05; = 0:20; T = 0:5; Smin = 1; Smax = 30.

"... In PAGE 15: ...The numerical results shown in Table1 indicate that the RBFs method provide a highly accurate spatial approximation to the solution of the European option. With... ..."

### Table 2 Computation of European options for di erent values of . Other parameters: r = 0:1;q = 0;K = 1;C = 1;M = G = 5;T = 1:

"... In PAGE 15: .... Numerical experiments. The experiments in this section are performed on a AMD Athlon(TM) XP 2700. The rst experiment consists in computing European put options with di erent values of in order to verify that the order of convergence is quadratic and independent of , see Table2 . We compare the numerical values with the Carr-Madan formula [15].... ..."

### Table 5. Robustness of algorithms

"... In PAGE 11: ....3. Sensitivity analysis We present a statistical analysis of many runs of our al- gorithms, each run with a different seed to the random num- ber generator. Table5 summarizes the results of this exper- iment. In row 1, we present the statistics for the Lazarus count of the total order found by Algorithm A1.... ..."

### Table 4: European Market Share : New Car Sales (1992)

### Table 1. Deviation of the robust objective value

"... In PAGE 3: ... Numerical experiments Using the set of instances described before, tests have been conducted to demonstrate the efficiency of such robust schedules. Table1 reports the average deviation from the solution found with the standard evaluation function and the percentage of equivalent, better and worst solutions found by the algorithm with the robust evaluation function. Average deviations are given for better and worst solutions.... ..."

### Table 8: European knock-out call options in the NGARCH framework

1999

"... In PAGE 21: ... Alternatively, one can first obtain the relevant transition probability matrix over one week by raising the daily transition probability matrix to an appropriate power so that option valuation can be conducted on a weekly basis. Table8 examines barrier options identical to those in Table 3 except that we have changed the pricing framework from Black-Scholes to GARCH. The convergence speed as indicated in Table 8 improves over that in Table 7, and this phenomenon can be attributed to a shorter maturity of the options in Table 8 (from T = 0:5 down to T = 0:2).... In PAGE 21: ... Table 8 examines barrier options identical to those in Table 3 except that we have changed the pricing framework from Black-Scholes to GARCH. The convergence speed as indicated in Table 8 improves over that in Table 7, and this phenomenon can be attributed to a shorter maturity of the options in Table8 (from T = 0:5 down to T = 0:2). A shorter maturity requires a smaller number of states to obtain an equally good approximation.... ..."

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### Table 5: Deltas of Plain Vanilla European Call Options by Hybrid method

2005

### Table 6: Vegas of Plain Vanilla European Call Options by Hybrid method

2005

### Table 7: Deltas of Average European Call Options (T = 1)

2005