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