Theory and Modern Applications
Table 4 The computing time and speedup ratio of C–N scheme and PASE-I scheme
From: A class of intrinsic parallel difference methods for time-space fractional Black–Scholes equation
Time/(s) | 100 | 300 | 500 | 700 | 900 | 1100 |
|---|---|---|---|---|---|---|
C–N scheme | 0.5508 | 4.2394 | 6.6865 | 13.4169 | 23.5131 | 40.5403 |
PASE scheme | 0.2245 | 1.5764 | 2.5042 | 4.9042 | 8.0990 | 11.7430 |
\(S_{p}\) | 2.4538 | 2.6893 | 2.6697 | 2.7358 | 2.9032 | 3.4529 |