{"title":"Pricing a digital option by classical Monte Carlo: error against the number of samples","model":"P(S_T > K) under geometric Brownian motion, S = K = 100, volatility 60%, 30 days, r = 0","method":"64 runs (mulberry32, seeds 7 + k·0x9e3779b9, Box–Muller normals); root-mean-square error against the exact probability at N = 2, 4, …, 2^18. Generated by `cargo test --lib -- --ignored bless_sampling_data`.","exact":0.465730232,"sigma":0.4988242,"points":[[2,0.3458191],[4,0.2719561],[8,0.1752816],[16,0.1264528],[32,0.0962664],[64,0.0729933],[128,0.0475331],[256,0.0343259],[512,0.0200975],[1024,0.0158496],[2048,0.0121871],[4096,0.0080579],[8192,0.0067216],[16384,0.0045734],[32768,0.0030567],[65536,0.0019158],[131072,0.001387],[262144,0.0011432]],"license":"CC BY 4.0"}