We find that unit price mechanisms bring no less expected profit to the monopoly in both optimal mechanisms and in standard auctions.

我们发现单位价格采购机制在最优拍卖和标准拍卖下都会给垄断者带来更大的期望效用。

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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。

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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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