A FINITE DIFFERENCE-SPECTRAL COLLOCATION METHOD FOR PRICING EUROPEAN CALL OPTIONS UNDER THE FINITE MOMENT LOG STABLE MODEL

Jiang Xiaoying, Wang Tianyu, Wei Yujie

Mathematica Numerica Sinica ›› 2026, Vol. 48 ›› Issue (4) : 749-759.

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中国科学院数学与系统科学研究院期刊网
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Mathematica Numerica Sinica ›› 2026, Vol. 48 ›› Issue (4) : 749-759. DOI: 10.12286/jssx.j2025-1359 CSTR: 32030.14.jssx.j2025-1359
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A FINITE DIFFERENCE-SPECTRAL COLLOCATION METHOD FOR PRICING EUROPEAN CALL OPTIONS UNDER THE FINITE MOMENT LOG STABLE MODEL

  • Jiang Xiaoying1, Wang Tianyu2, Wei Yujie2
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{{article.zuoZheEn_L}}. {{article.title_en}}. Mathematica Numerica Sinica, 2026, 48(4): 749-759 https://doi.org/10.12286/jssx.j2025-1359

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