American option

In this paper, the pricing of American option in infinite time and optimal expiration time are given.

该文给出了无限期美式期权的定价公式以及最优实施期。

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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.

美式期权的路径依赖特征导致了其定价的复杂性，并使得美式看涨、看跌期权之间的定价原理差异较大。

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The pricing problem of the American option is currently regarded as one of the hot spot in Finance.

美式期权的定价问题是当今数理金融学的重要研究课题之一。

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We study the asymptotic behavior for price and optimal exercise boundary of American option when the expiry date goes to infinity.

讨论美式期权价格及最佳实施边界在执行日期趋于无穷大时的渐近性态。

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Stock option incentive system originated in the 1950s, American, in western developed countries have several years of development, its in motivating employee aspect really play a positive role.

以股票期权为代表的股份支付制度起源于20世纪50年代的美国，在西方发达国家已有数十年的发展历程，其在激励员工方面确实发挥了积极的作用。

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According to people familiar with the situation, the Stuttgart-based German-American carmaker is weighing this all-share option.

据知情人士称，总部位于斯图加特的德-美汽车制造商戴姆勒克莱斯勒正在考虑这项全股票收购方案。

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The models of American option and perpetual American option are a free boundary problem of parabolic partial differential equation and ordinary differential equation respectively.

在相应的基本假设下，美式期权的定价模型是一个抛物型偏微分方程自由边界问题，而永久美式期权的定价模型是一个常微分方程自由边界问题。

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Hedging and Stopping-time Analysis About an American Option with Discrete time

离散时间美式期权套期及停时分析

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The stock loan is treated as a generalized perpetual American call option with auto-matic termination clause and possibly negative interest rate.

在普通的股票抵押贷款中，引入自动终止条款，当成利率可能为负值的永久美式看涨期权来处理。

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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

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