Cubic Spline Method for a Generalized Black-Scholes Equation

Table 3

Numerical results for Example 3.

𝑁	𝐾	Error 𝑒^𝑁,𝐾	Rate 𝑟^𝑁,𝐾
8	4	1.8364𝑒−02	—
16	16	6.7715𝑒−03	1.439
32	64	1.4277𝑒−03	2.246
64	256	3.5967𝑒−04	1.989
128	1024	8.8418𝑒−05	2.024