Stock Price | Semi-implicit method | Explicit method | Exact value |
4 | 1.631276e−06 | 1.168605e−06 | 1.067322e−06 |
8 | 0.146176 | 0.149235 | 0.149335 |
10 | 0.906372 | 0.916098 | 0.916291 |
16 | 6.236436 | 6.252282 | 6.252287 |
20 | 10.223892 | 10.246901 | 10.247014 |