第三章研究美式期权的定价模型。
相对于欧式期权，美式期权是可以提前执行的。
Unlike the European options, the American options can be exercised early.
考虑随机波动率下美式期权定价问题的数值模拟求解。
The numerical solution for pricing American options under stochastic volatility is considered.
该文给出了无限期美式期权的定价公式以及最优实施期。
In this paper, the pricing of American option in infinite time and optimal expiration time are given.
美式期权的定价问题是当前金融统计学面临的重要研究课题之一。
The pricing of the American option is one of the most important questions in financial statistics.
主要研究带有事件风险的永久美式期权的定价及其最优停时问题。
In this paper, the valuation of permanent American options in the presence of non-hedgeable event risk is considered.
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。
Belonging to the American-to-equity options, and the American option has been difficult to accurate pricing for its analytical solution.
讨论美式期权价格及最佳实施边界在执行日期趋于无穷大时的渐近性态。
We study the asymptotic behavior for price and optimal exercise boundary of American option when the expiry date goes to infinity.
第五章主要研究基于美式期权建立抵押贷款模型，并利用无套利原理导出对应的微分方程。
In the fifth chapter, we establish the mortgage loan model according to the American option, and deviate the partial different equation by no arbitrary principle.
本文在一个合适的等价鞅测度下，给出了带有事件风险的永久美式期权的定价及其最优停时。
Then, for a given equivalent martingale measure, the optimal stopping problem of the permanent American option is solved.
在考虑了美式期权的特点与MFS方法的特性之后，将MFS方法推广到了美式期权的求解。
The MFS method has been expanded to the American option of single asset after considering the characteristics of MFS and American option.
指在证券或期权的到期日之前便行使权利。例如美式期权，该期权可在到期日前任何一天履行合约。
It refers to exercise the right of securities and options before the maturity date. For example, American option can be exercised at any time before maturity date.
目前在金融市场上交易的期权大部分是美式期权，因此对美式期权的定价研究工作就显得尤为重要。
Up to now, the American option transactions are the most popular in the current financial market, thus, the research on American option pricing is particularly important.
利用抛物型偏微分方程的极值原理，得到了带跳扩散模型下美式期权价格及最佳实施边界的误差估计。
Using the critical estimates of parabolic type partial differential equation. we obtain the error estimates of price and optimal exercise boundary of American option in a jump-diffusion model.
美式期权：有权购置某一特定数量的一个好或平安时或之前，详细时间和在某一特定价钱(履约价钱)。
American option: the right to buy a given quantity of a good or security at or before a specific time and at a specific price (the strike price).
美式期权的路径依赖特征导致了其定价的复杂性，并使得美式看涨、看跌期权之间的定价原理差异较大。
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.
第五章介绍美式期权的近似解析解，并在著名的BAW公式上进行修正，得出新的公式并进行数值试验。
Analytic approximation method is introduced in the chapter five and we make an adjustment of BAW formula.
本文通过对类似于美式期权的实物期权的执行价格的特征进行分析，并运用几何布朗运动对其进行了描述。
The paper discusses the character of strike price in pricing real option similarly American option and describes it using Geometric Brownian Motion.
国际金融衍生市场除了人们熟知的欧式期权和美式期权之外，还涌现出了大量由标准期权衍生出的新型期权。
Recently, in addition to known European options and American options, there appear many new varieties which are evolved from vanilla options in international financial market.
利用二叉树方法，通过对一个欧式期权与一个美式期权构成的复合期权进行定价，完成对风险投资问题的估价。
This paper applies a binominal lattices approach to the valuation of venture investment decision, a compounded option of a European option and an American option.
本文研究标的资产价格过程服从跳扩散模型时美式期权价格及其最佳实施边界当到期日趋于无穷大时的渐近分析。
The intent of this paper is to discuss the critical property of price and optimal exercise boundary of American option when the expiry date runs to infinite in a jump-diffusion model.
本文原创地提出了基于偏最小二乘回归（PLS）的可转债定价模型，将基于PLS的美式期权定价方法拓展到了可转债的定价；
This paper creatively develops the convertible bond pricing model based on Partial Least Square Regression(PLS). We formulate this model from the American option pricing model based on PLS.
本论文在第一章中首先介绍了期权、看涨期权、看跌期权、美式期权和欧式期权的概念，然后在此基础上引入了障碍期权的概念。
In the first chapter, the paper first introduced the definition of option, call option, American option, Europe option and then introduce the definition of barrier option.
近年来，国际金融衍生市场除了人们熟知的欧式期权和美式期权之外，还涌现出了大量由标准期权变化、组合、派生出的新品种。
Recently, in addition to known European options and American options, there appear many new variety which are changed, composed, derived by vanilla options in international financial market.
提供一种基于有限差分格式的数值方法为美式看跌期权定价。
Based on the differential scheme, presents a numerical method of pricing for American put options.
当投资者对拟开发油田具有延迟开发权利时，油田开发项目的投资决策可类比于美式看涨期权。
When investors had right to delay development for intending oilfield, the investment decision making of the oilfield development project can be similar to American call options.
这个根据参数形式的最优可执行边界得出的期望贴现收益就是我们所求的美式一篮子期权价格。
The expected discounted payoff corresponding to the optimal parametric exercise boundary is the final result for the American basket option price.
这个根据参数形式的最优可执行边界得出的期望贴现收益就是我们所求的美式一篮子期权价格。
The expected discounted payoff corresponding to the optimal parametric exercise boundary is the final result for the American basket option price.
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