Theory and Modern Applications
Table 1 Numerical solutions of three schemes (\(\alpha=0.7\))
From: A class of intrinsic parallel difference methods for time-space fractional Black–Scholes equation
Scheme | T = 3 | T = 6 | T = 9 | T = 12 |
|---|---|---|---|---|
C–N | 48.3561 | 48.5284 | 48.6589 | 48.7636 |
PASE-I | 48.1602 | 48.2883 | 48.4144 | 48.5403 |
PASI-E | 48.1603 | 48.2883 | 48.4144 | 48.5402 |