" computed using Derman's formula:\t "<< theoretical_error_sd;
" computed using Derman & Kamal's formula:\t "<< theoretical_error_sd;
	void doTest(int nTimeSteps = 21, int nSamples = 50000)	{        BSMEuropeanOption option = BSMEuropeanOption(Option::Type::Call, 											s0_, 											strike_, 											0.0,											r_, maturity_, sigma_);                cout << "\n" << "Option value:\t " << option.value() << "\n";         double theoretical_error_sd =                 QL_SQRT(3.1415926535/4/nTimeSteps)*option.vega()*sigma_;                cout << "Value of the hedging error SD"                " computed using Derman's formula:\t "<< theoretical_error_sd;		double tau = maturity_ / nTimeSteps;		double sigma = sigma_* sqrt(tau);		double mean = r_ * tau - 0.5*sigma*sigma;		Math::Statistics samples;		samples = OneFactorMonteCarloOption(					Handle<StandardPathGenerator>(					    new StandardPathGenerator(nTimeSteps,					                              mean,					                              sigma*sigma)),					Handle<PathPricer>(new PathHedgeErrorCalculator(						Option::Type::Call,						s0_, strike_, r_, maturity_, sigma_)),					samples				).sampleAccumulator(nSamples);		cout << "\n";		cout << "Mean hedging error: \t" << samples.mean() << "\n";		cout << "Hedging error standard deviation: \t" << samples.standardDeviation() << "\n";	}