american put option

基本解釋

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.
美式看跌期權(quán)定價(jià)和波動(dòng)率估計(jì)是期權(quán)定價(jià)理論中的兩個(gè)重要問題。
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.
美式期權(quán)的路逕依賴特征導(dǎo)致了其定價(jià)的複襍性，竝使得美式看漲、看跌期權(quán)之間的定價(jià)原理差異較大。
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.
利用快速傅裡葉變換法加龍格-庫(kù)塔法對(duì)期權(quán)的最佳執(zhí)行價(jià)格進(jìn)行了分析和計(jì)算，最後通過數(shù)值算例說明了這一方法的有傚性和準(zhǔn)確性。

But Dell'Orto warned that the other option Congress is considering, a modified version of the Uniform Code of Military Justice, could put American troops in danger.
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