#############################################
Underlying: Binom
Derivative: Strike
Algorithm: Local Monte Carlo
U = 1.1
D = 0.9
r = 0
T = 1
N = 2
P = 0.5
S = 100
M = 100000
#############################################$
3.304 3.33067 3.33778 3.34133 3.3488 3.34356 3.34133 3.33733 3.33926 3.33813 3.33818 3.33556 3.33046 3.32933 3.3312 3.32917 3.32973 3.32904 3.32842 3.32747 3.3266 3.32206 3.32255 3.32111 3.32245 3.32349 3.32642 3.32667 3.32791 3.32764 3.32809 3.32867 3.3301 3.33051 3.32975 3.32956 3.32714 3.32653 3.32595 3.32613 3.32683 3.32717 3.32769 3.32758 3.3264 3.32591 3.3263 3.32656 3.32664 3.32613 3.32622 3.3259 3.32624 3.32642 3.32655 3.32767 3.32814 3.32828 3.32814 3.32787 3.32852 3.32925 3.32978 3.32975 3.32993 3.3301 3.33079 3.33067 3.33101 3.33021 3.33037 3.33081 3.33158 3.33114 3.33159 3.33133 3.33115 3.33046 3.33094 3.3306 3.3306 3.33018 3.33035 3.33048 3.33079 3.33079 3.33134 3.33115 3.33154 3.33164 3.33158 3.33165 3.3315 3.33104 3.33092 3.33094 3.33146 3.33127 3.33142 3.33104 