Research Article
Lattice Boltzmann Method for the Generalized Black-Scholes Equation
Table 1
Errors for Example
1 at different times.
| | 0.2 | 0.4 | 0.6 | 0.8 | 1.0 |
| | MAED1Q3 | 6.9826-04 | 4.4809-04 | 2.6458-04 | 1.3020-04 | 4.2636-05 | | RMSD1Q3 | 1.4863-04 | 1.0714-04 | 7.1613-05 | 4.1477-05 | 1.9956-05 | | MAED1Q5 | 4.2793-05 | 2.9890-05 | 1.6116-05 | 7.1896-06 | 2.9742-06 | | RMSD1Q5 | 9.3560-06 | 7.5258-06 | 4.8232-06 | 2.7756-06 | 1.7843-06 |
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