Cubic Spline Method for a Generalized Black-Scholes Equation

Table 2

Numerical results for Example 2.

𝑁	𝐾	Error 𝑒^𝑁,𝐾	Rate 𝑟^𝑁,𝐾
8	4	1.8366𝑒−02	—
16	16	6.7729𝑒−03	1.439
32	64	1.4290𝑒−03	2.245
64	256	3.6112𝑒−04	1.985
128	1024	8.9871𝑒−05	2.007