Nonuniform Finite Difference Scheme for the Three-Dimensional Time-Fractional Black–Scholes Equation

Table 2

Option prices with respect to .

	0.1	0.2	0.3	0.4	0.5
Price	20.6535	21.3818	22.0402	22.6076	23.0786
	0.6	0.7	0.8	0.9	1.0
Price	23.4597	23.7645	24.0086	24.2053	24.3633