Table 3.

Summary of Gappa++ and simulated error bounds for Black-Scholes. Inputs: stock price = [5,30]; strike price = [1,100]; time = [.25,10]; R = .02; and volatility = .3.

Puts	Gappa++	Simulation
double	[−1.202e-12, 1.187e-12]	[−3.064e-15, 2.998e-14]
float	[−6.585e-4, 6.738e-4]	[−1.286e-5, 1.349e-5]
gpu	[−2.990e-3, 3.090e-3]	[−2.196e-5, 1.367e-5]
Calls	Gappa++	Simulation
double	[−1.198e-12, 1.183e-12]	[−1.399e-15, 1.323e-14]
float	[−6.572e-4, 6.816e-4]	[−6.335e-6, 6.246e-6]
gpu	[−3.0e-3, 3.1e-3]	[−8.319e-6, 1.093e-5]