在Black-Scholes框架下,利用无套利定价方法,建立了双币种永久美式期权的定价模型,并分析了敲定价分别以国内货币计价和国外货币计价下的双币种永久美式期权的定价问题,通过运用偏微分方程的方法得到了这两种情形下期权价格的显式解.最后通过数值模拟,分析了标的资产和汇率的波动水平以及相关系数对期权的最优执行策略和期权价格的影响. Under the framework of Black-Scholes, the pricing model of permanent American options with dual currency is established by using the method of no-arbitrage pricing, and the pricing problem of finalized American dual options with American domestic currency and foreign currency is analyzed. , We get the explicit solution of the option price under the two situations by using the method of partial differential equation.Finally, through the numerical simulation, we analyze the fluctuation level of the underlying asset and exchange rate and the correlation between the optimal execution strategy and option price of the option influences.