Based on the differential scheme, presents a numerical method of pricing for American put options.
提供一种基于有限差分格式的数值方法为美式看跌期权定价。
By valuing six American put options, the numerical experiment and analysis show that the Euler method with FFT is a fast and highly accurate numerical method.
在数值实验中,对六个美式看跌期权价格进行了计算,通过分析比较,结果表明:快速傅里叶变换法加欧拉法是一种快速的高精度的数值计算方法。
American footballers put up with lowish pay because they lack other options. They probably also love the game.
美国球员忍受低工资是因为他们没得选,或者他们也热爱足球。
American footballers put up with lowish pay because they lack other options. They probably also love the game.
美国球员忍受低工资是因为他们没得选,或者他们也热爱足球。
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