3Black F, Scholes M. The Pricing of Option and Corporate Lia- bilities.J.Political Economy,1973,(81 ).
4约翰.赫尔著.期权、期货及其衍生证券[M].张陶伟译.北京:华夏出版社.北京,2000.
5Allegretto W, lin Y and Yang H. A Fast and Highly Accurate Numerical Method for the Evaluation of American Options[J]. Applications & Algorithms, 2001, (8):127-138.
6Bunch D S, Johnson H. The American put option and its critical stock price[J]. Journal of Finance, 2000, (5) : 2333-2356.