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.
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.
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.
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.
第三章研究美式期权的定价模型。
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.
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.
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.
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.
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.
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.
在具体金融市场，给出欧式期权的定价公式和套期保值策略，以及美式看涨期权价格的界。
In the particular financial market, the pricing formula and hedging strategy of European option and bounds of the price on American call option are also considered.
美式看跌期权定价和波动率估计是期权定价理论中的两个重要问题。
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.
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.
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.
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