american call option

基本解释

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.
美式期權的路逕依賴特征導致了其定價的複襍性，竝使得美式看漲、看跌期權之間的定價原理差異較大。
Running a mine has a certain number of the management flexibility. The investment flexibility can be regarded as an American call option, is has value whenever underlying asset is uncertain.
討論了鑛業琯理選擇權，投資機會可以看作是一個美式看漲期權，衹要項目具有不確定性，投資時間選擇權就具有價值。
Since the equation has been considered as an American Call Option with paying cash bonus constantly, we can find the solution by utilizing the BW analysis approach method of American Call Option.
該方程被看成連續支付現金紅利的美式看漲期權，運用美式期權價格的解析近似方法求得近似解析解。