Unconditional Positive Stable Numerical Solution of Partial Integrodifferential Option Pricing Problems

Table 5

Comparison of errors due to the variation of for CGMY model.

Absolute error	CPU time	Absolute error	CPU time
	(sec.)		(sec.)
		0.2		0.2
		0.2		0.2
		0.2		0.2
		0.2		0.2