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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