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Numerical valuation of American options with liquidity shocks using IMEX methods

Crossref DOI link: https://doi.org/10.1007/s11075-025-02148-z

Published Online: 2025-06-28

Published Print: 2026-05

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Singh, Ankit https://orcid.org/0000-0002-1487-3086
Maurya, Vikas https://orcid.org/0000-0001-7093-5686
Rajpoot, Manoj K. https://orcid.org/0000-0002-4880-6463
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Text and Data Mining valid from 2025-06-28

Version of Record valid from 2025-06-28
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Article History

Received: 20 January 2025

Accepted: 24 June 2025

First Online: 28 June 2025

Declarations

:

: The authors declare no competing interests.