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Monte Carlo of SABR model vs asymptotic SABR formula
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Running 5000 Monte Carlo simulations (100 steps each) for 20 options....

    Type      MC(5000)  Black with SABR     % Diff
0   call  1.666094e-05     1.504698e-05   9.687050
1   call  8.025409e-07     4.883042e-07  39.155220
2   call  8.866868e-05     7.502836e-05  15.383468
3   call  2.548821e-04     2.608573e-04  -2.344320
4   call  2.245889e-03     2.422586e-03  -7.867574
5   call  8.836103e-04     9.184713e-04  -3.945288
6   call  2.891604e-03     3.174587e-03  -9.786386
7   call  2.225727e-03     2.327906e-03  -4.590819
8   call  3.873381e-03     4.299364e-03 -10.997703
9   call  2.069236e-03     2.213329e-03  -6.963595
10   put  0.000000e+00     2.887484e-09       -inf
11   put  0.000000e+00     3.183235e-09       -inf
12   put  1.339596e-05     1.530790e-05 -14.272474
13   put  2.678456e-04     2.778765e-04  -3.745011
14   put  3.311474e-05     3.657117e-05 -10.437746
15   put  1.255169e-03     1.273686e-03  -1.475218
16   put  9.162122e-04     9.146289e-04   0.172809
17   put  1.123476e-03     1.281599e-03 -14.074465
18   put  2.428484e-03     2.448111e-03  -0.808222
19   put  2.688971e-03     3.038803e-03 -13.009884

Time for calibrating SABR model: 0.105000019073 secs
Time for checking SABR model accuracy: 304.523999929 secs

Process finished with exit code 0