中文摘要：

采用有限差分法求解CEV模型下美式看跌期权的定价问题,得到了期权价格和最佳实施边界的数值逼近结果.数值实验结果表明,所给算法即快速又精确,为金融机构提供了一种快速定价金融产品的方法.

英文摘要：

We applied the finite difference method to solve American put option pricing problem under the CEV model,and got the numerical approximations of the option price and the optimal exercise boundary.The algorithm is fast and accurate,which can provide a method of pricing the financial products for financial institutions efficiently,and it has theoretical and practical values.Numerical experiments verify the efficiency of this method.