# Tag Info

They would only have been equal (up to the usual MC accuracy and bias) should the black-box model had assumed a GBM dynamics as in the classic Black-Scholes framework. $D_{MC}$ and $D_{BS}$ will indeed differ in general because digital options are sensitive to the implied volatility skew, which is inexistent in a Black-Scholes world where \$\sigma (K,T)=\...