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.

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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.

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在数值实验中，对六个美式看跌期权价格进行了计算，通过分析比较，结果表明：快速傅里叶变换法加欧拉法是一种快速的高精度的数值计算方法。

By valuing six American put options, the numerical experiment and analysis show that the Euler method with FFT is a fast and highly accurate numerical method.

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