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Research on American Option Pricing Under the Heston Jump Diffusion Model—Based on Fourier Space Time-Stepping Method.

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Bibliographic Details
Title: Research on American Option Pricing Under the Heston Jump Diffusion Model—Based on Fourier Space Time-Stepping Method.
Authors: Zhang, Yu1 (AUTHOR), Wang, Shilong1,2 (AUTHOR) wangshilong0013@foxmail.com, Li, Longsuo1,2 (AUTHOR)
Source: Mathematics (2227-7390). May2026, Vol. 14 Issue 9, p1412. 25p.
Database: Academic Search Ultimate
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ISSN:22277390
DOI:10.3390/math14091412