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Table 2 Convergence full tensor \(\omega=1, 2\). Monte Carlo solutions mean 3.6879e+01 and standard deviation 5.9820e−01

From: Uncertainty quantification and Heston model

  ω = 1 ω = 2
Points 243 3125
Mean 3.7059e+01 3.6884e+01
Std. Dev. 5.6508e−01 5.8003e−01
Mean error 1.7918e−01 4.6750e−03
Std. Dev. error 3.3129e−02 1.8174e−02
\(L_{1}\) error 1.9722e−01 3.4194e−02
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