This paper analyses and computes the optimal exercise price of the American put option, by using the "FFT-RK" method. At last, numerical examples show that this method is efficient and accurate.
利用快速傅里叶变换法加龙格-库塔法对期权的最佳执行价格进行了分析和计算，最后通过数值算例说明了这一方法的有效性和准确性。
Both theoretical analyses and calculation examples show that this method is feasible and efficient, and it well meets the requirements in the actual distribution automation.
理论分析和算例表明，该方法高效可行，适合配电网自动化的实际应用要求。
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