Exponential Time Integration and  Second-Order Difference Scheme for a Generalized Black-Scholes Equation

<table> Computed option value <svg height="10.5375" id="M125" style="vertical-align:-0.16302pt" version="1.1" viewbox="0 0 12.8625 10.5375" width="12.8625" xmlns="http://www.w3.org/2000/svg">
<g transform="matrix(1.25,0,0,-1.25,0,10.5375)">
<g transform="translate(72,-63.57)">
<text transform="matrix(1,0,0,-1,-71.95,63.79)">
<tspan style="font-size: 12.50px; " x="0" y="0">𝑈</tspan>
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</g>
</g>
</svg> for Test 1.</table>

Journal of Applied Mathematics

fig1

Figure 1

Figure 1: Exponential Time Integration and  Second-Order Difference Scheme for a Generalized Black-Scholes Equation 