|
\(a=1.5\)
| |
\(a=0.5\)
| | |
---|
EPS
|
1.40E−01
|
1.6E−01
|
EPS
|
1.63E−01
|
1.2E−01
|
Spread
|
8.79E−01
|
2.5E−03
|
Spread
|
9.51E−01
|
1.5E−01
|
GD
|
4.79E−03
|
7.9E−03
|
GD
|
5.18E−03
|
5.9E−03
|
HV
|
6.62E−01
|
3.0E−03
|
HV
|
6.16E−01
|
5.3E−03
|
IGD
|
8.38E−03
|
4.7E−03
|
IGD
|
2.04E−02
|
2.3E−02
|
|
\(N_S =200\)
| |
\(N_S =50\)
| | |
---|
EPS
|
3.47E−02
|
2.9E−02
|
EPS
|
1.71E−01
|
7.1E−02
|
Spread
|
7.89E−01
|
3.0E−02
|
Spread
|
9.37E−01
|
6.5E−02
|
GD
|
1.32E−03
|
1.6E−03
|
GD
|
6.08E−03
|
8.6E−03
|
HV
|
6.83E−01
|
2.3E−03
|
HV
|
6.04E−01
|
6.5E−02
|
IGD
|
1.12E−03
|
4.2E−03
|
IGD
|
9.37E−03
|
2.9E−03
|
|
g
|
\(max =50\)
| |
g
|
\(max =200\)
|
---|
EPS
|
9.47E−01
|
5.7E−02
|
EPS
|
8.36E−02
|
5.6E−02
|
Spread
|
9.14E−01
|
8.3E−02
|
Spread
|
8.44E−01
|
1.7E−02
|
GD
|
1.54E−02
|
5.3E−03
|
GD
|
1.18E−03
|
4.7E−03
|
HV
|
6.37E−01
|
7.3E−02
|
HV
|
7.45E−01
|
5.0E−03
|
IGD
|
9.66E−03
|
5.7E−03
|
IGD
|
1.16E−03
|
4.5E−03
|