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Table 1 Results by different pricing models

From: The valuation of currency options by fractional Brownian motion

Exchange rate \(P_{BS}\) \(P_{FBM}\) \(P_{Actual}\)
1.351 0.0377 0.0358 0.0338
1.357 0.0408 0.0388 0.0362
1.362 0.0433 0.0414 0.0391
1.368 0.0464 0.0444 0.0423
1.373 0.0490 0.0470 0.0456
1.379 0.0521 0.0501 0.0484
1.383 0.0542 0.0522 0.0503
1.389 0.0573 0.0553 0.0537
1.392 0.0589 0.0569 0.0548
1.398 0.0620 0.0601 0.0589