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.
应用推荐