...American-option pricing, stochastic mesh, computer cluster. [gap=303]关键词：最优停时，蒙地卡罗，偏差减小，美式期权定价，随机网，计算机集群。
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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。
Chapter three studies the model of American option pricing.
第三章研究美式期权的定价模型。
This paper creatively develops the convertible bond pricing model based on Partial Least Square Regression(PLS). We formulate this model from the American option pricing model based on PLS.
本文原创地提出了基于偏最小二乘回归（PLS）的可转债定价模型，将基于PLS的美式期权定价方法拓展到了可转债的定价；
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