Many financial assets, such as currencies, commodities, and equity stocks, exhibit both
jumps and stochastic volatility, which are especially prominent in the market after the …

This paper investigates the pricing of American options under the finite moment log-stable
(FMLS) model. Under the FMLS model, the price of American-style options is governed by a …

A local meshless radial basis function collocation differential quadrature (LMRBFCDQ) is
proposed for the numerical solution of a single and multi-asset option pricing PDE models …

American derivatives have become very popular instruments in financial markets. However,
they are more complicated to price than European options since at each time level we have …

In this paper, we introduce a robust numerical method, based on the upwind scheme, for the
pricing of American puts under the generalized mixed fractional Brownian motion (GMFBM) …

Stochastic volatility models can describe the evolution of financial assets, such as stocks,
currencies and commodities, better than the classic Black-Scholes model. Some strategic …

In this paper, we introduce a new numerical method for pricing American-style options,
which has long been considered as a very challenging problem in financial engineering …

Abstract The Finite Element Method (FEM) has been used in the broad field of continuum
mechanics in engineering disciplines for several decades. However, recently, some …

This paper is devoted to the valuation of American multi-asset put options. It is well known
that the American multi-asset put option satisfies a linear complementary problem (LCP) on …

Both liquidity risk and jump risk are factors that cannot be ignored in the financial markets. In
this paper, we investigate the pricing issue of American options within the framework of …