Theory and Modern Applications
Table 3 The time-convergent orders and errors of PASE-I scheme solution (\(M=1001\))
From: A class of intrinsic parallel difference methods for time-space fractional Black–Scholes equation
N | α | \(L^{2}_{h,k}\) | Order2 | α | \(L^{2}_{h,k}\) | Order2 |
|---|---|---|---|---|---|---|
10 | 0.00811943 | – | 0.00212298 | – | ||
20 | 0.01146685 | 1.693260 | 0.00297101 | 1.260633 | ||
40 | 0.3 | 0.01621534 | 1.699625 | 0.7 | 0.00419697 | 1.295841 |
80 | 0.02293472 | 1.700592 | 0.00593832 | 1.301835 | ||
160 | 0.03243612 | 1.700231 | 0.00839981 | 1.300784 |