摘要
本文首先从Black-Scholes公式出发，将微分方程转化成差分方程，通过差分方程求出美式看跌期权的价值。为了减少计算量，并且保证最终的估计值接近于真实值，本文采用了控制变量技术来求解估计值。
This article firstly sets out from the Black - Scholes fgrmula, and transposes differential equations into difference equations, and get the value of American put options by solving difference equations. Then, the article adopts control variable technique to get the valuation.
关键词
美式看跌期权
差分方程
控制变量技术
微分方程
American put options
difference equations
control variable technique
differential equations
