#############################################
Underlying: Binom
Derivative: Strike
Algorithm: Local Monte Carlo with shift
U = 1.1
D = 0.9
r = 0
T = 1
N = 2
P = 0.6
S = 100
M = 10000
#############################################$
2.38095 2.36937 2.36364 2.36022 2.35794 2.35632 2.35511 2.35417 2.35341 2.3528 2.35229 2.35185 2.35148 2.35116 2.35088 2.35063 2.35041 2.35021 2.35003 2.34987 2.34973 2.34959 2.34947 2.34936 2.34926 2.34916 2.34907 2.34899 2.34891 2.34884 2.34877 2.34871 2.34865 2.34859 2.34854 2.34848 2.34844 2.34839 2.34835 2.34831 2.34827 2.34823 2.3482 2.34816 2.34813 2.3481 2.34807 2.34804 2.34801 2.34799 2.34796 2.34794 2.34791 2.34789 2.34787 2.34785 2.34783 2.34781 2.34779 2.34777 2.34775 2.34773 2.34772 2.3477 2.34769 2.34767 2.34766 2.34764 2.34763 2.34761 2.3476 2.34759 2.34758 2.34756 2.34755 2.34754 2.34753 2.34752 2.34751 2.3475 2.34749 2.34748 2.34747 2.34746 2.34745 2.34744 2.34743 2.34742 2.34741 2.34741 2.3474 2.34739 2.34738 2.34737 2.34737 2.34736 2.34735 2.34735 2.34734 