thirdly, solving the value of the complex option by the Monte Carlo simulation and complementing the deficiencies of the B-S model and binomial model to enhance the exactness of pricing.

• 三是利用蒙特卡罗方法求解复合期权的价值,解决了B-S模型和二项式模型在求解复合期权价值的不足,满足了风险投资过程路径依赖的特性,提高了定价的准确性。