The pricing of the American option is one of the most important questions in financial statistics.
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。
In this paper, the pricing of American option in infinite time and optimal expiration time are given.
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, We study American option pricing by using the continuity algorithm for linear complementarity Problem.
本文利用连续性方法，得到了一类半线性椭圆方程第一边值问题在环形域上任向对称正解的存在性。
Then, for a given equivalent martingale measure, the optimal stopping problem of the permanent American option is solved.
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。
We study the asymptotic behavior for price and optimal exercise boundary of American option when the expiry date goes to infinity.
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。
Belonging to the American-to-equity options, and the American option has been difficult to accurate pricing for its analytical solution.
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。
The MFS method has been expanded to the American option of single asset after considering the characteristics of MFS and American option.
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。
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：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)。
The paper discusses the character of strike price in pricing real option similarly American option and describes it using Geometric Brownian Motion.
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。
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.
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。
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.
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。
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.
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。
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。
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。
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.
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。
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。
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；
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.
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。
American customers also have the option of receiving text messages with status updates.
美国客户还有一个选项，可以在更新状态时接收文字信息。
It also lets you submit words of your own, and gives you the option of British or American English.
并且它允许你提交自己的单词以及供你选择是英式英语或是美式英语。
Austerity is not an option at the moment (though private American saving is increasing!), and it's hard to see the good in offering a meagre stimulus package.
俭省不是这一刻的选项（尽管美国人个人储蓄正在增加！）提出一套紧巴巴的刺激方案难以看出有什么好。
According to HR consulting firm Hewitt Associates, 10-12 per cent of large American employers offer staff this option.
人力资源咨询公司翰威特(HewittAssociates)称，10% - 12%的美国大公司为员工提供这种选择。
Mr Obama took an American approach to health care, dismissing both a Canadian single-payer option and a broad federal safety-net plan to win support.
奥巴马选择了一个美国式的健保方案来赢得支持，放弃了加拿大式的单一支付方案和广泛的联邦安全网方案。
He played down any need to nationalize American Banks, without specifically ruling out the option.
在是否需要对美国银行国有化问题上，他很低调，但也没有否认这种可能性。
The stock option is the most important long encourage way in American listed company and draw up the listed company, high-tech company.
股票期权是美国上市公司及拟上市公司、高科技公司最重要的长期激励方式。
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。
Stock option is a prevailing mode of incentive to senior managers in American organizations, whereas it has diversity in deferent industries and deferent firms.
股票期权虽然是美国企业普遍采用的激励经理人员的模式，但是在不同的行业和不同的组织中具有不同的特点。
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.
利用快速傅里叶变换法加龙格-库塔法对期权的最佳执行价格进行了分析和计算，最后通过数值算例说明了这一方法的有效性和准确性。
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.
利用快速傅里叶变换法加龙格-库塔法对期权的最佳执行价格进行了分析和计算，最后通过数值算例说明了这一方法的有效性和准确性。
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