finite difference method options prices, the American option, the statement contained in the document,
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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。
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。
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