| S | K | Black-Scholes Model | Binomial Model with N = 1000 | Modified Mellin Transform Method |
|
| q= 0.01 | |||
| 40 | 50 | 5.101 | 5.101 | 5.101 |
| 50 | 50 | 10.885 | 10.883 | 10.885 |
| 60 | 50 | 18.257 | 18.258 | 18.257 |
| 70 | 50 | 26.627 | 26.628 | 26.627 |
| 80 | 50 | 35.580 | 35.580 | 35.580 |
|
| q= 0.02 | |||
| 40 | 50 | 4.553 | 4.553 | 4.553 |
| 50 | 50 | 9.914 | 9.912 | 9.914 |
| 60 | 50 | 16.862 | 16.863 | 16.862 |
| 70 | 50 | 24.835 | 24.837 | 24.835 |
| 80 | 50 | 33.426 | 33.426 | 33.426 |
|
| q= 0.03 | |||
| 40 | 50 | 4.052 | 4.502 | 4.052 |
| 50 | 50 | 9.007 | 9.005 | 9.007 |
| 60 | 50 | 15.541 | 15.542 | 15.541 |
| 70 | 50 | 23.125 | 23.126 | 23.125 |
| 80 | 50 | 3.356 | 31.355 | 3.356 |
|
| q= 0.04 | |||
| 40 | 50 | 3.595 | 3.595 | 3.595 |
| 50 | 50 | 8.162 | 8.160 | 8.162 |
| 60 | 50 | 14.292 | 14.293 | 14.292 |
| 70 | 50 | 21.492 | 21.493 | 21.492 |
| 80 | 50 | 29.367 | 29.367 | 29.367 |
|
| q= 0.05 | |||
| 40 | 50 | 3.180 | 3.180 | 3.180 |
| 50 | 50 | 7.377 | 7.375 | 7.377 |
| 60 | 50 | 13.113 | 13.115 | 13.113 |
| 70 | 50 | 19.936 | 19.937 | 19.936 |
| 80 | 50 | 27.461 | 27.460 | 27.461 |