Unconditional Positive Stable Numerical Solution of Partial Integrodifferential Option Pricing Problems

Table 2

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

Absolute error		CPU time	Absolute error		CPU time
		(sec.)			(sec.)
		—	0.248		—	0.248
		0.950	0.256		0.930	0.256
		0.957	0.263		0.967	0.263
		0.973	0.271		0.985	0.271