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。
参考来源 - 美式一篮子期权定价的蒙特卡罗模拟方法研究·2,447,543篇论文数据，部分数据来源于NoteExpress
We study the asymptotic behavior for price and optimal exercise boundary of American option when the expiry date goes to infinity.
讨论美式期权价格及最佳实施边界在执行日期趋于无穷大时的渐近性态。
The intent of this paper is to discuss the critical property of price and optimal exercise boundary of American option when the expiry date runs to infinite in a jump-diffusion model.
本文研究标的资产价格过程服从跳扩散模型时美式期权价格及其最佳实施边界当到期日趋于无穷大时的渐近分析。
Using the critical estimates of parabolic type partial differential equation. we obtain the error estimates of price and optimal exercise boundary of American option in a jump-diffusion model.
利用抛物型偏微分方程的极值原理，得到了带跳扩散模型下美式期权价格及最佳实施边界的误差估计。
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