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1·Chapter three studies the model of American option pricing.

第三章研究美式期权的定价模型。

2·The pricing of the American option is one of the most important questions in financial statistics.

美式期权的定价问题是当前金融统计学面临的重要研究课题之一。

3·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。

4·In this paper, We study American option pricing by using the continuity algorithm for linear complementarity Problem.

本文利用连续性方法，得到了一类半线性椭圆方程第一边值问题在环形域上任向对称正解的存在性。

5·Then, for a given equivalent martingale measure, the optimal stopping problem of the permanent American option is solved.

本文在一个合适的等价鞅测度下，给出了带有事件风险的永久美式期权的定价及其最优停时。

6·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。

7·Belonging to the American-to-equity options, and the American option has been difficult to accurate pricing for its analytical solution.

转股权属于美式期权，而美式期权一直难有精确解析解为其定价。

8·The MFS method has been expanded to the American option of single asset after considering the characteristics of MFS and American option.

在考虑了美式期权的特点与MFS方法的特性之后，将MFS方法推广到了美式期权的求解。

9·American option: the right to buy a given quantity of a good or security at or before a specific time and at a specific price (the strike price).

美式期权：有权购置某一特定数量的一个好或平安时或之前，详细时间和在某一特定价钱(履约价钱)。

10·The paper discusses the character of strike price in pricing real option similarly American option and describes it using Geometric Brownian Motion.

本文通过对类似于美式期权的实物期权的执行价格的特征进行分析，并运用几何布朗运动对其进行了描述。