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Virginia Tech

Numerical Analysis of Jump-Diffusion Models for Option Pricing

Abstract

dc:description.abstract

Jump-diffusion models can under certain assumptions be expressed as partial integro-differential equations (PIDE). Such a PIDE typically involves a convection term and a nonlocal integral like for the here considered models of Merton and Kou. We transform the PIDE to eliminate the convection term, discretize it implicitly using finite differences and the second order backward difference formula (BDF2) on a uniform grid. The arising dense linear system is solved by an iterative method, either a splitting technique or a circulant preconditioned conjugate gradient method. Exploiting the Fast Fourier Transform (FFT) yields the solution in only $O(n\log n)$ operations and just some vectors need to be stored. Second order accuracy is obtained on the whole computational domain for Merton's model whereas for Kou's model first order is obtained on the whole computational domain and second order locally around the strike price. The solution for the PIDE with convection term can oscillate in a neighborhood of the strike price depending on the choice of parameters, whereas the solution obtained from the transformed problem is stabilized.

Degree

thesis:*
Name thesis:degree_name
Master of Science
Level thesis:degree_level
masters
Discipline thesis:degree_discipline
Mathematics
Department dc:contributor.department
Mathematics
Grantor dc:publisher
Virginia Tech
Year dc:date.issued
2006

Author and committee

dc:creator, dc:contributor.*
Author dc:creator
  • Strauss, Arne Karsten
Chair dc:contributor.committeechair
  • Sachs, Ekkehard W.
Committee members dc:contributor.committeemember
  • Beattie, Christopher A.
  • Adjerid, Slimane

Subjects

dc:subject × 5

Rights

dc:rights
Statement dc:rights
  • In Copyright

Identifiers

dc:identifier.*
Dc Identifier Other
etd-07072006-154259
OAI identifier oai:identifier
oai:vtechworks.lib.vt.edu:10919/33917

Chain of custody

source
Harvested from
Virginia Tech
Base URL
vtechworks.lib.vt.edu/oai/request
Last updated
2026-07-22
Source record
OAI-PMH GetRecord
citation

Strauss, Arne Karsten. Numerical Analysis of Jump-Diffusion Models for Option Pricing. masters thesis, Virginia Tech, 2006. http://hdl.handle.net/10919/33917