摘要
本文考虑美式波士顿期权在有限离散模型中的定价问题,运用最优停止理论得到其最佳实施期为最后时刻。
In this article,we consider the problem of American Boston option pricing in the financial market model of finite discrete time. Using optimal stopping theory, we obtain the optimal exercise moment of American Boston option is the last time.
