Cubic Spline Method for a Generalized Black-Scholes Equation

Table 1

Numerical results for Example 1.

𝑁	𝐾	Error 𝑒^𝑁,𝐾	Rate 𝑟^𝑁,𝐾
8	4	1.2469𝑒−02	—
16	16	2.9318𝑒−03	2.089
32	64	7.2583𝑒−04	2.014
64	256	1.8143𝑒−04	2.000
128	1024	4.5346𝑒−05	2.000