The valuation of multi-stage compound option and path-dependent option is the important problem in current financial engineering research.

多期复合期权与路径相关期权的定价问题是当今金融工程研究的热点。

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The path-dependent characteristic of American option results in it's pricing complexity and causes the pricing differences from American call option and put option.

美式期权的路径依赖特征导致了其定价的复杂性，并使得美式看涨、看跌期权之间的定价原理差异较大。

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