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。
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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