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1, "exact": 1, "naive": 1, "error": 0 }, { "j": 13, "tLeft": 0, "tRight": 0, "delta": 0, "factor": 1, "eulerLeft": 1, "drift": 0, "noise": 0, "eulerRight": 1, "exact": 1, "naive": 1, "error": 0 }, { "j": 14, "tLeft": 0, "tRight": 0, "delta": 0, "factor": 1, "eulerLeft": 1, "drift": 0, "noise": 0, "eulerRight": 1, "exact": 1, "naive": 1, "error": 0 }, { "j": 15, "tLeft": 0, "tRight": 0, "delta": 0, "factor": 1, "eulerLeft": 1, "drift": 0, "noise": 0, "eulerRight": 1, "exact": 1, "naive": 1, "error": 0 } ] }, "qReference": { "mean": 0, "variance": 0 } }, "scope": "Lévy嵌套高斯节点；折线只连接观测节点。平方/四次Taylor账本按实际增量计算。GBM闭式解与Euler使用同一噪声；单路径误差不代表强误差期望或收敛阶。光滑对照的timeCorrection仅是错误套用布朗修正的对照，不能称为其二次变差。" } }