Some Solutions For The Calculation Of Option Value

Calculation of option value is one focus of the financial asset pricing theories. To date, there have been several classic solutions:FFT method, finite difference method, finite element method. Based on the above classic solution, this paper puts forward two methods about the calculation of option value:real density of solution and the harmonic wavelet method. The two methods are used to some specific models, and the calculations prove that they are practical and effective.