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Journal of Applied Mathematics
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Journal of Applied Mathematics
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2015
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Article
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Tab 3
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Research Article
Unconditional Positive Stable Numerical Solution of Partial Integrodifferential Option Pricing Problems
Table 3
The associated errors for several values of
for VG.
Absolute error
CPU time
Absolute error
CPU time
(sec.)
(sec.)
0.45
0.78
0.45
0.78
0.45
0.78
0.45
0.78