Research Article
An Analysis of Asymptotic Properties and Error Control under the Exponential Jump-Diffusion Model for American Option Pricing
Table 2
Time consumption (MATLAB R2019a program).
| Number of sampling | B&S | Jump-diffusion |
| 100 to 1000 by 10 steps | 24.542 s | 40.544 s | 100 to 5000 by 10 steps | 597.303 s | 1163.004 s | 100 to 10000 by 10 steps | 16305.825 s | 57092.476 s |
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