M. Proxy, Carlo simulations of the stochastic approximation formula (8.10) (see Theorem ( In all the tests we use 10 7 sample paths In dimension 1, the stochastic approximation formula (8.10) is explicit and we denote its calculus by Proxy Price, SAFE Quad

M. Carlo and .. , BS forward implied volatilities of type A in % estimated by, p.99

M. Carlo and .. , BS forward implied volatilities of type B in % estimated by, p.100

=. 6m, volatilities (%) for the CEV model and order 2 and 3 approximations using normal, log-normal and displaced lognormal proxys for ? = 0, p.116

=. 6m, volatilities (%) for the CEV model and order 2 and 3 approximations using normal, log-normal and displaced lognormal proxys for ? = 0, p.117

T. , T. =. 6m, and T. =. , Down out barrier Call options prices in the CEV model (? = 0.5, ? = 0.25) obtained with the closed-form formula for the maturities

T. , T. =. 3y, T. 5y, T. , and 1. .. , Down out barrier Call options prices in the CEV model (? = 0.5, ? = 0.25) obtained with the closed-form formula for the maturities

T. =. App, T. 1y, and T. , x avg ) for the maturities

T. =. App, T. 5y, and T. , x avg ) for the maturities

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