This thesis gives a new evaluation method on the important factor—volatility, which has an important influence on the pricing of option, based on the research of option characters.
本文在研究期权特性的基础上，对影响期权定价的重要因素波动率给出了一种新的估计方法。
Up to now, the American option transactions are the most popular in the current financial market, thus, the research on American option pricing is particularly important.
目前在金融市场上交易的期权大部分是美式期权，因此对美式期权的定价研究工作就显得尤为重要。
However, now, the research that applies real option to patent pricing does not consider the impact of rivalry entry on the value of patent option, leading to the overvaluation of the patents.
目前用实物期权来评估专利价值的文献又没有考虑技术进步对专利价值的影响，从而高估专利的价值。
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