精品文档---下载后可任意编辑随机逼近算法在美式回望期权定价中的应用及投资组合讨论的开题报告摘要：本文将讨论随机逼近算法在美式回望期权定价中的应用，同时进行相关投资组合讨论。首先介绍美式回望期权的基本知识和定价模型，然后详细介绍随机逼近算法以及其在期权定价中的应用。接着，本文将从理论上探讨随机逼近算法的优缺点，并通过编程实现和市场数据测试，评估算法的性能和效果。最后，本文将探讨随机逼近算法在投资组合中的应用场景和具体实践。关键词：随机逼近算法；美式回望期权；定价模型；投资组合讨论Abstract:This paper studies the application of random approximation algorithm in the pricing of American lookback options, and conducts research on relevant investment portfolios. First introduce the basic knowledge and pricing model of American lookback options, and then introduce the random approximation algorithm in detail and its application in option pricing. Next, this paper will theoretically explore the advantages and disadvantages of the random approximation algorithm, and evaluate the performance and effect of the algorithm through programming implementation and market data testing. Finally, this paper will explore the application scenarios and specific practice of the random approximation algorithm in investment portfolios.Keywords: random approximation algorithm; American lookback option; pricing model; investment portfolio research.
