美式期权

The numerical solution for pricing American options under stochastic volatility is considered.

摘要考虑随机波动率下美式期权定价问题的数值模拟求解。

Finally, the American option pricing is briefly introduced and the properties of European and American option price are analyzed.

最后简单介绍了美式期权定价模型和简要分析了欧式期权价格和美式期权价格的性质。

The numerical solution for pricing American options under stochastic volatility is considered.

考虑随机波动率下美式期权定价问题的数值模拟求解。

At last the paper deduces the pricing formula of real option similarly American Option utilizing No-Risk Arbitrage Pricing Theory.

在此基础上，运用无风险套利原则，推导出变动执行价格条件下的类似于美式期权的实物期权的定价公式。

Belonging to the American-to-equity options, and the American option has been difficult to accurate pricing for its analytical solution.

转股权属于美式期权，而美式期权一直难有精确解析解为其定价。