Theory and Modern Applications
From: A class of intrinsic parallel difference methods for time-space fractional Black–Scholes equation
M | α | \(L^{2}_{h,k}\) | Order1 | α | \(L^{2}_{h,k}\) | Order1 |
---|---|---|---|---|---|---|
10 | 0.03163555 | – | 0.01483056 | – | ||
20 | 0.00784561 | 2.011587 | 0.00367798 | 1.989704 | ||
40 | 0.3 | 0.00196925 | 1.997240 | 0.7 | 0.00092317 | 2.017417 |
80 | 0.00049034 | 2.005782 | 0.00022987 | 1.954373 | ||
160 | 0.00012307 | 1.994240 | 0.00005769 | 1.979276 |