The following is its basic process: First of all we use a finite difference scheme to analyse optimal exercise boundary.
基本步骤如下：首先运用有限差分法对美式一篮子期权的最优可执行边界进行分析。
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这个根据参数形式的最优可执行边界得出的期望贴现收益就是我们所求的美式一篮子期权价格。
The expected discounted payoff corresponding to the optimal parametric exercise boundary is the final result for the American basket option price.
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