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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