Pricing of American Carbon Emission Derivatives and Numerical Method under the Mixed Fractional Brownian Motion

Table 1

Errors in at t = 0.

Mesh		Ratio
16 × 64	0.1404
32 × 128	0.0479	2.9309
64 × 256	0.0174	2.7504
128 × 512	0.0071	2.4470
256 × 1024	0.0028	2.5584
512 × 2048	0.0009	3.0928