| 1. | Linear complementary problem and american option pricing
线性补问题与美式期权定价 |
| 2. | American option pricing of a special model
一类特殊模型的美式期权定价 |
| 3. | Choice of optimal hedging time in discrete - time america option
离散型美式期权的最优套期交易时刻的选择 |
| 4. | Comparison of three kinds of monte carlo methods for american option pricing
美式期权的几种蒙特卡罗仿真定价方法比较 |
| 5. | American style option
美式期权 |
| 6. | Asymptotic analysis and numerical computation of american option when expiry date runs to infinity
美式期权执行日趋于无穷大的渐近分析及计算 |
| 7. | The numerical solution for pricing american options under stochastic volatility is considered
摘要考虑随机波动率下美式期权定价问题的数值模拟求解。 |
| 8. | The pricing problem of the american option is currently studied as one of the important items in finance
美式期权的定价问题是当前金融学面临的重要研究课题之一。 |
| 9. | Because the american option may early be exercised before the expiration date , its pricing is generally more difficult than that of the european option
由于美式期权可以提前执行，故为其定价要比为欧式期权定价困难得多。 |
| 10. | They could be classified as call options , put options , american options , european options , financial options , real options and so on according to different benchmarks
按不向标准，期权可分为看涨期权和看跌期权、美式期权和欧式期权、金融期权和实物期权等。 |
