Unconditional Positive Stable Numerical Solution of Partial Integrodifferential Option Pricing Problems

Table 1

Errors and convergence rates due to the change of for VG.

Absolute error		CPU time	Absolute error		CPU time
		(sec.)			(sec.)
		—	0.19		—	0.19
		1.915	0.26		1.925	0.26
		1.924	0.38		1.938	0.38
		1.931	0.44		1.95	0.44