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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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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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An: 193718433
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  Data: Research on American Option Pricing Under the Heston Jump Diffusion Model—Based on Fourier Space Time-Stepping Method.
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  Data: <searchLink fieldCode="AR" term="%22Zhang%2C+Yu%22">Zhang, Yu</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Wang%2C+Shilong%22">Wang, Shilong</searchLink><relatesTo>1,2</relatesTo> (AUTHOR)<i> wangshilong0013@foxmail.com</i><br /><searchLink fieldCode="AR" term="%22Li%2C+Longsuo%22">Li, Longsuo</searchLink><relatesTo>1,2</relatesTo> (AUTHOR)
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  Data: <searchLink fieldCode="JN" term="%22Mathematics+%282227-7390%29%22">Mathematics (2227-7390)</searchLink>. May2026, Vol. 14 Issue 9, p1412. 25p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=asn&AN=193718433
RecordInfo BibRecord:
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    Identifiers:
      – Type: doi
        Value: 10.3390/math14091412
    Languages:
      – Code: eng
        Text: English
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        PageCount: 25
        StartPage: 1412
    Titles:
      – TitleFull: Research on American Option Pricing Under the Heston Jump Diffusion Model—Based on Fourier Space Time-Stepping Method.
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            NameFull: Zhang, Yu
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            NameFull: Wang, Shilong
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            NameFull: Li, Longsuo
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            – D: 01
              M: 05
              Text: May2026
              Type: published
              Y: 2026
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              Value: 14
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              Value: 9
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            – TitleFull: Mathematics (2227-7390)
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