Skip to main content

Table 2 The space-convergent orders and errors of PASE-I scheme solution (\(N=1000\))

From: A class of intrinsic parallel difference methods for time-space fractional Black–Scholes equation

M α \(L^{2}_{h,k}\) Order1 α \(L^{2}_{h,k}\) Order1
10   0.03163555   0.01483056
20   0.00784561 2.011587   0.00367798 1.989704
40 0.3 0.00196925 1.997240 0.7 0.00092317 2.017417
80   0.00049034 2.005782   0.00022987 1.954373
160   0.00012307 1.994240   0.00005769 1.979276