Fractional Order Stochastic Differential Equation with Application in European Option Pricing

Table 1

Simulation results of SDE model.

Simulation times	Real value	Mean value	Standard deviation	Error rate	Confidence interval
100	2445	2351.9	198.6958	3.81%	[2313, 2390.8]
1000	2445	2358.7	195.7074	3.53%	[2346.5, 2370.8]
10000	2445	2357	200.5667	3.60%	[2353.1, 2360.9]
100000	2445	2360	202.2802	3.48%	[2358.7, 2361.2]