关键词: 美式期权定价 , 有限差分法 , 并行计算 , 无条件稳定

Abstract: American option pricing is one of the important research topics in today's finance. Because American option can be performed early, its pricing is much more difficult than European option pricing. The semiimplicit scheme was converted to explicit scheme of easy parallel computing by using the finite difference method and converting to Saul'ev format. Finally, an American option pricing method was constructed with convenient calculation, and the convergence and unconditional stability of this difference scheme was verified. 

Key words: American option pricing , Finite difference method ,  Parallel computing , Unconditionally stable