Prices of American Put Options under Merton Model
S_0 = 100.000000 USD and Time to maturity = 0.500000 years
Simulations with 1001 space intervals and with 2000 time intervals

r = 0.070000  q = 0.030000  sigma = 0.200000
Strike = 80.000000 -> Option Price 0.219118
Strike = 90.000000 -> Option Price 1.385609
Strike = 100.000000 -> Option Price 4.781458
Strike = 110.000000 -> Option Price 11.096807
Strike = 120.000000 -> Option Price 20.000055


r = 0.070000  q = 0.030000  sigma = 0.400000
Strike = 80.000000 -> Option Price 2.687204
Strike = 90.000000 -> Option Price 5.719892
Strike = 100.000000 -> Option Price 10.236187
Strike = 110.000000 -> Option Price 16.178747
Strike = 120.000000 -> Option Price 23.357644


r = 0.070000  q = 0.000000  sigma = 0.300000
Strike = 80.000000 -> Option Price 1.036463
Strike = 90.000000 -> Option Price 3.121896
Strike = 100.000000 -> Option Price 7.033799
Strike = 110.000000 -> Option Price 12.953482
Strike = 120.000000 -> Option Price 20.716209


r = 0.030000  q = 0.070000  sigma = 0.300000
Strike = 80.000000 -> Option Price 1.662517
Strike = 90.000000 -> Option Price 4.492124
Strike = 100.000000 -> Option Price 9.247755
Strike = 110.000000 -> Option Price 15.794780
Strike = 120.000000 -> Option Price 23.703937


Prices of American Call Options under CEV Model
S_0 = 100.000000 USD and Time to maturity = 1.000000 years and Beta = 1.000000
Simulations with 1001 space intervals and with 2000 time intervals

r = 0.070000  q = 0.030000  sigma = 0.300000
Strike = 80.000000 -> Option Price 23.367486
Strike = 90.000000 -> Option Price 15.732017
Strike = 100.000000 -> Option Price 9.631658
Strike = 110.000000 -> Option Price 5.312191
Strike = 120.000000 -> Option Price 2.627259


r = 0.070000  q = 0.030000  sigma = 0.300000
Strike = 80.000000 -> Option Price 23.367486
Strike = 90.000000 -> Option Price 15.732017
Strike = 100.000000 -> Option Price 9.631658
Strike = 110.000000 -> Option Price 5.312191
Strike = 120.000000 -> Option Price 2.627259


r = 0.070000  q = 0.000000  sigma = 0.300000
Strike = 80.000000 -> Option Price 26.090142
Strike = 90.000000 -> Option Price 18.127371
Strike = 100.000000 -> Option Price 11.539190
Strike = 110.000000 -> Option Price 6.661100
Strike = 120.000000 -> Option Price 3.466850


r = 0.030000  q = 0.070000  sigma = 0.300000
Strike = 80.000000 -> Option Price 20.037882
Strike = 90.000000 -> Option Price 11.863533
Strike = 100.000000 -> Option Price 6.318846
Strike = 110.000000 -> Option Price 2.999824
Strike = 120.000000 -> Option Price 1.265270