Lattice Boltzmann Method for the Generalized Black-Scholes Equation

Table 4

Errors and corresponding orders of convergence of the HODIE scheme [26] for Example 2(b).

	2^4	2^5	2^6	2^7	2^8	2^9	2^10
	3.4226-02	7.4769-03	1.7759-03	4.4895-04	1.1219-04	2.8068-05	7.0223-06
	—	2.1946	2.0739	1.9839	2.0006	1.9989	1.9989
	8.4476-03	1.8556-03	4.5900-04	1.1499-04	2.8825-05	7.2183-06	1.8061-06
	—	2.2304	2.0153	1.9970	1.9962	1.9975	1.9987