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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