Table 4 The CPU Time required at each stage for determining the American option
From: Early exercise premium method for pricing American options under the J-model
Time CPU (in second) | BS-am | Heston-am | J-am |
|---|---|---|---|
CPU1: OEB determination (10 points) | 1 | 430 | 5584 |
CPU2: American Put value computing 21 points | 0 | 66 | 918 |