Table 1:
Monte Carlo value estimates for offline simulations with γ = 0.9.
n | T | Linear VL | Polynomial VL | Gaussian VL | GGQ | Observed |
---|---|---|---|---|---|---|
25 | 24 | 0.118 (0.0892) | 0.091 (0.0825) | 0.110 (0.0979) | 0.014 (0.0311) | −0.005 |
36 | 0.108 (0.0914) | 0.115 (0.0911) | 0.112 (0.0919) | 0.029 (0.0280) | −0.004 | |
48 | 0.106 (0.0705) | 0.071 (0.0974) | 0.103 (0.0757) | 0.031 (0.0350) | 0.000 | |
50 | 24 | 0.124 (0.0813) | 0.109 (0.1045) | 0.118 (0.0879) | 0.016 (0.0355) | −0.005 |
36 | 0.126 (0.0818) | 0.134 (0.0878) | 0.136 (0.0704) | 0.027 (0.0276) | 0.003 | |
48 | 0.101 (0.0732) | 0.109 (0.0767) | 0.115 (0.0763) | 0.020 (0.0245) | 0.000 | |
100 | 24 | 0.117 (0.0895) | 0.135 (0.0973) | 0.140 (0.0866) | 0.019 (0.0257) | 0.011 |
36 | 0.113 (0.0853) | 0.105 (0.1033) | 0.139 (0.0828) | 0.021 (0.0312) | 0.012 | |
48 | 0.111 (0.0762) | 0.143 (0.0853) | 0.114 (0.0699) | 0.031 (0.0306) | −0.001 |