Hedged Portfolio Experiment using the Hull and White model

Stike price K of the "hedged" European call option: K= /2, time to maturity t (assigned by the user)
Stike price K₁ of the European call option used to hedge: K₁=(1+0.05)/2, time to maturity t (assigned by the user)

Insert risk free interest rate r* (years-1) (0 < r* < 1)
Insert correlation coefficient (-1 < r < 1)
Insert vol of vol e (years-1/2) (0 < e ≤ 0.2)
Insert drift of variance m (years-1) (-1 <m<1)
Insert initial volatility (years-1/2) (0 < < 0.2)
Insert initial value of the asset price (USD) (0 < ≤ 10)
Insert time to maturityt (years) (0 < t ≤ 0.5)
Insert sample dimension (0 < N ≤ 10000)
Realized variance of the non-hedged portfolio (made of the call option):
Realized Variance of the hedged portfolio: