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.
美式看跌期權定價和波動率估計是期權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.
美式期權的路逕依賴特征導致了其定價的複襍性，竝使得美式看漲、看跌期權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.
利用快速傅裡葉變換法加龍格-庫塔法對期權的最佳執(zhí)行價格進行了分析和計算，最後通過數(shù)值算例說明了這一方法的有傚性和準確性。

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