Crossmark

A hybrid Crank–Nicolson and Morgan–Voyce collocation method for option pricing PIDEs

Published Online: 2025-12-15

Published Print: 2026-04

Authors

Sawangtong, Panumart

Najafi, Alireza

Taghipour, Mehran https://orcid.org/0000-0001-6289-6808
License Information

Text and Data Mining valid from 2025-12-15

Version of Record valid from 2025-12-15
More Information

Article History

Received: 23 June 2025

Revised: 12 November 2025

Accepted: 18 November 2025

First Online: 15 December 2025

Declarations

:

: The authors declare that they have no conflict of interest. The authors have no relevant financial or non-financial interests to disclose.

Document is current