The files are named in the format Model_ErrorSize.R. For example, cev_bd=1.R produces the biases and MISEs for the CEV model with the error bound set to 1. Running this code will generate the output file used to produce the results in Table 1 of the paper for the CEV model. The code is configured to run using 48 cores, as it is time-consuming. Consider reducing the number of replications (nsim) from 5000 to a lower number if running on a desktop.
