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100 200 300 400 500 600
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22 L4i?| @|U?} TThL@Uit
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50 100 150 200 250 300
0.002 0.004 0.006 0.008 0.01
Geometric 3 Moment 2 Moment Monte-Carlo Density
22 L4i?| @|U?} TThL@Uit Ee
D )i@h @??@* t@? U@** ihhLht ET@h@4i|iht @t @MLi
100 200 300 400 500 600
-1 -0.5 0.5
MC-3MM MC-2MM
2 hh@?<t i|L_ E2
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100 200 300 400 500 600
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MC-2MM
2 hh@?<t i|L_ Ee
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100 200 300 400 500 600
0.02 0.04 0.06 0.08 0.1 0.12
MC-Curran A MC-Curran P
2e #i?t|) ih|hM@|L? AiU?^it E2
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2e #i?t|) ih|hM@|L? AiU?^it ED
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100 200 300 400 500 600
-1 -0.5 0.5
MC-NJ MC-3MM MC-2MM
2e #i?t|) ih|hM@|L? AiU?^it ES
D )i@h @??@* t@? U@** ihhLhtG i?} a t hh@?
100 200 300 400 500 600
-0.05 0.05 0.1
MC-Curran A MC-Curran P MC-NJ
2D L?L*|L? i|L_
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100 200 300 400 500 600
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MC-Curran P MC-perturb 5M MC-perturb 4M MC-perturb 3M MC-perturb 2M
e 4ihU@* L?ih}i?Ui hLTih|it E2
D )i@h @??@* t@? U@** ihhLhtG ih|hM@|L? t ThiUti hh@?
100 150 200 250 300
-0.02 -0.015 -0.01 -0.005 0.005
MC-Curran P MC-perturb 5M MC-perturb 4M MC-perturb 3M MC-perturb 2M
e 4ihU@* L?ih}i?Ui hLTih|it E
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100 200 300 400 500
0.001 0.002 0.003 0.004
MC errors
e 4ihU@* L?ih}i?Ui hLTih|it Ee
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100 200 300 400 500
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MC-NJ MC-3MM MC-2MM
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100 200 300 400 500
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MC-Curran HEL MC-perturb 5M MC-perturb 4M MC-perturb 3M MC-perturb 2M
D AiLhi|U@* L?ih}i?Ui hLTih|it
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