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