Theory and Modern Applications
Table 5 Comparison of numerical solutions of PASE-I scheme
From: A class of intrinsic parallel difference methods for time-space fractional Black–Scholes equation
Month | 3 | 6 | 9 | 12 |
|---|---|---|---|---|
α=1 | 47.1332 | 47.2577 | 47.3821 | 47.5071 |
α=2/3 | 47.6891 | 48.0175 | 48.2657 | 48.4767 |
α=1/2 | 48.2288 | 48.5263 | 48.7499 | 48.9423 |
α=1/3 | 48.7917 | 49.0020 | 49.1681 | 49.3166 |