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Analysis of the Premium of American Option Based on both Mathematical Method and Python
Advances in Social Science, Education and Humanities Research
This paper mainly analyzes the influence of different factors on the price of American call option and put option and European call option and put option. This paper mainly considers the option premium from four aspects: strike price, up factor, down factor, and interest rate. First, this paper discusses the possible situation of stock prices in different periods, and then gives the corresponding market decisions and the consequences of the corresponding market decisions according to differentdoi:10.2991/assehr.k.220401.064 fatcat:jdasuvtvxjeybi3dwtcslnohca