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