Fast Exponential Time Integration for Pricing Options in Stochastic Volatility Jump Diffusion Models

Fast Exponential Time Integration for Pricing Options in Stochastic Volatility Jump Diffusion Models

Year:    2014

East Asian Journal on Applied Mathematics, Vol. 4 (2014), Iss. 1 : pp. 52–68

Abstract

The stochastic volatility jump diffusion model with jumps in both return and volatility leads to a two-dimensional partial integro-differential equation (PIDE). We exploit a fast exponential time integration scheme to solve this PIDE. After spatial discretization and temporal integration, the solution of the PIDE can be formulated as the action of an exponential of a block Toeplitz matrix on a vector. The shift-invert Arnoldi method is employed to approximate this product. To reduce the computational cost, matrix splitting is combined with the multigrid method to deal with the shift-invert matrix-vector product in each inner iteration. Numerical results show that our proposed scheme is more robust and efficient than the existing high accurate implicit-explicit Euler-based extrapolation scheme.

You do not have full access to this article.

Already a Subscriber? Sign in as an individual or via your institution

Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/eajam.280313.061013a

East Asian Journal on Applied Mathematics, Vol. 4 (2014), Iss. 1 : pp. 52–68

Published online:    2014-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    17

Keywords:    Stochastic volatility jump diffusion European option barrier option partial integro-differential equation matrix exponential shift-invert Arnoldi matrix splitting multigrid method.

  1. Numerical Study of a Fast Two-Level Strang Splitting Method for Spatial Fractional Allen–Cahn Equations

    Cai, Yao-Yuan | Sun, Hai-Wei | Tam, Sik-Chung

    Journal of Scientific Computing, Vol. 95 (2023), Iss. 3

    https://doi.org/10.1007/s10915-023-02196-4 [Citations: 1]
  2. Exponential Runge–Kutta Method for Two-Dimensional Nonlinear Fractional Complex Ginzburg–Landau Equations

    Zhang, Lu | Zhang, Qifeng | Sun, Hai-Wei

    Journal of Scientific Computing, Vol. 83 (2020), Iss. 3

    https://doi.org/10.1007/s10915-020-01240-x [Citations: 25]
  3. Preconditioned fourth-order exponential integrator for two-dimensional nonlinear fractional Ginzburg-Landau equation

    Zhang, Lu | Zhang, Qifeng | Sun, Hai-Wei

    Computers & Mathematics with Applications, Vol. 150 (2023), Iss. P.211

    https://doi.org/10.1016/j.camwa.2023.09.029 [Citations: 2]
  4. An Efficient Numerical Scheme for the Solution of a Stochastic Volatility Model Including Contemporaneous Jumps in Finance

    Soleymani, Fazlollah

    International Journal of Computational Methods, Vol. 19 (2022), Iss. 07

    https://doi.org/10.1142/S0219876221410218 [Citations: 2]
  5. Numerical solution for multi-dimensional Riesz fractional nonlinear reaction–diffusion equation by exponential Runge–Kutta method

    Zhang, Lu | Sun, Hai-Wei

    Journal of Applied Mathematics and Computing, Vol. 62 (2020), Iss. 1-2 P.449

    https://doi.org/10.1007/s12190-019-01291-w [Citations: 9]
  6. Fast numerical solution for fractional diffusion equations by exponential quadrature rule

    Zhang, Lu | Sun, Hai-Wei | Pang, Hong-Kui

    Journal of Computational Physics, Vol. 299 (2015), Iss. P.130

    https://doi.org/10.1016/j.jcp.2015.07.001 [Citations: 25]
  7. Asset pricing for an affine jump‐diffusion model using an FD method of lines on nonuniform meshes

    Soleymani, Fazlollah | Akgül, Ali

    Mathematical Methods in the Applied Sciences, Vol. 42 (2019), Iss. 2 P.578

    https://doi.org/10.1002/mma.5363 [Citations: 7]
  8. RBF-FD solution for a financial partial-integro differential equation utilizing the generalized multiquadric function

    Soleymani, Fazlollah | Zhu, Shengfeng

    Computers & Mathematics with Applications, Vol. 82 (2021), Iss. P.161

    https://doi.org/10.1016/j.camwa.2020.11.010 [Citations: 17]
  9. A fast Strang splitting method with mass conservation for the space-fractional Gross-Pitaevskii equation

    Cai, Yao-Yuan | Sun, Hai-Wei

    Applied Mathematics and Computation, Vol. 470 (2024), Iss. P.128575

    https://doi.org/10.1016/j.amc.2024.128575 [Citations: 0]
  10. A Dimensional Splitting Exponential Time Differencing Scheme for Multidimensional Fractional Allen-Cahn Equations

    Chen, Hao | Sun, Hai-Wei

    Journal of Scientific Computing, Vol. 87 (2021), Iss. 1

    https://doi.org/10.1007/s10915-021-01431-0 [Citations: 12]