Chapter three studies the model of American option pricing.
第三章研究美式期权的定价模型。
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。
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。
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