Prices of European 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 0.209111
Strike = 90.000000 -> Option Price 1.338913
Strike = 100.000000 -> Option Price 4.571312
Strike = 110.000000 -> Option Price 10.414697
Strike = 120.000000 -> Option Price 18.297029


r = 0.070000  q = 0.030000  sigma = 0.400000
Strike = 80.000000 -> Option Price 2.637743
Strike = 90.000000 -> Option Price 5.608672
Strike = 100.000000 -> Option Price 10.007340
Strike = 110.000000 -> Option Price 15.753990
Strike = 120.000000 -> Option Price 22.636974


r = 0.070000  q = 0.000000  sigma = 0.300000
Strike = 80.000000 -> Option Price 0.998780
Strike = 90.000000 -> Option Price 2.995994
Strike = 100.000000 -> Option Price 6.685998
Strike = 110.000000 -> Option Price 12.158023
Strike = 120.000000 -> Option Price 19.148019


r = 0.030000  q = 0.070000  sigma = 0.300000
Strike = 80.000000 -> Option Price 1.646996
Strike = 90.000000 -> Option Price 4.476475
Strike = 100.000000 -> Option Price 9.231980
Strike = 110.000000 -> Option Price 15.778875
Strike = 120.000000 -> Option Price 23.687894


Prices of European 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 23.361177
Strike = 90.000000 -> Option Price 15.725945
Strike = 100.000000 -> Option Price 9.625728
Strike = 110.000000 -> Option Price 5.306361
Strike = 120.000000 -> Option Price 2.621515


r = 0.070000  q = 0.030000  sigma = 0.300000
Strike = 80.000000 -> Option Price 28.243982
Strike = 90.000000 -> Option Price 22.197858
Strike = 100.000000 -> Option Price 17.077231
Strike = 110.000000 -> Option Price 12.864165
Strike = 120.000000 -> Option Price 9.493259


r = 0.070000  q = 0.000000  sigma = 0.300000
Strike = 80.000000 -> Option Price 28.012847
Strike = 90.000000 -> Option Price 21.052042
Strike = 100.000000 -> Option Price 15.212111
Strike = 110.000000 -> Option Price 10.558544
Strike = 120.000000 -> Option Price 7.038271


r = 0.030000  q = 0.070000  sigma = 0.300000
Strike = 80.000000 -> Option Price 20.299464
Strike = 90.000000 -> Option Price 14.254476
Strike = 100.000000 -> Option Price 9.549556
Strike = 110.000000 -> Option Price 6.103795
Strike = 120.000000 -> Option Price 3.725506