Unconditional Positive Stable Numerical Solution of Partial Integrodifferential Option Pricing Problems

Table 4

Comparison of errors and convergence rates due to the change of for CGMY model.

Absolute error		CPU time	Absolute error		CPU time
		(sec.)			(sec.)
		—	0.13		—	0.13
		1.91	0.16		1.913	0.16
		1.928	0.2		1.927	0.2
		1.955	0.25		1.944	0.25
		1.967	0.47		1.962	0.47