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本文针对不支付红利的美式看跌期权定价,介绍了基于B-S模型的美式期权的定价问题,基础阐述显隐式及高精度的高阶有限差分方法,对美式期权定价B-S模型的发展进行了综述,最后,总结了各种方法的特点和效果。
This paper introduces the pricing problem of American options based on BS model, and expounds the explicit implicit and high-order finite difference method based on BS model. The development of American option pricing BS model is reviewed. Finally, the characteristics and effects of various methods are summarized.