american put option

基本解釋

The pricing problem of the American Put Option and volatility estimate are currently studied as two of the important items in the option pricing theory.
美式看跌期權(quán)定價和波動率估計是期權(quán)定價理論中的兩個重要問題。
The path-dependent characteristic of American option results in it's pricing complexity and causes the pricing differences from American call option and put option.
美式期權(quán)的路徑依賴特征導致了其定價的復雜性，并使得美式看漲、看跌期權(quán)之間的定價原理差異較大。
This paper analyses and computes the optimal exercise price of the American put option, by using the "FFT-RK" method. At last, numerical examples show that this method is efficient and accurate.
利用快速傅里葉變換法加龍格-庫塔法對期權(quán)的最佳執(zhí)行價格進行了分析和計算，最后通過數(shù)值算例說明了這一方法的有效性和準確性。

But Dell'Orto warned that the other option Congress is considering, a modified version of the Uniform Code of Military Justice, could put American troops in danger.
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