A Finite Difference Scheme for Pricing American Put Options under Kou's Jump-Diffusion Model

<table>Computed option value <svg height="11.375" id="M197" style="vertical-align:-0.1638pt" version="1.1" viewbox="0 0 12.7375 11.375" width="12.7375" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
<g transform="matrix(.017,-0,0,-.017,.062,11.112)"><path d="M730 650l-8 -28q-52 -4 -72 -18t-64 -77q-79 -113 -321 -539h-33l-119 541q-13 59 -29.5 73t-66.5 20l7 28h245l-8 -28l-28 -5q-33 -6 -40.5 -15.5t-0.5 -38.5l102 -450h2q191 320 246 430q21 42 15.5 56t-43.5 19l-31 4l7 28h240z" id="x1D449"></path></g>
</svg> for Test <a href="https://static.hindawi.com/articles/jfs/volume-2013/651573/figures/#test2">2</a>.</table>

Journal of Function Spaces

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Figure 3

Figure 3: A Finite Difference Scheme for Pricing American Put Options under Kou's Jump-Diffusion Model 