为了提高纯跳跃CGM Y模型期权定价精度,在恒生指数期权市场比较数值计算和蒙特卡罗模拟两种技术。结果显示:数值计算比模拟方法更加快捷,但不适用于虚值期权定价;传统蒙特卡罗模拟方法在虚值范围内定价较为准确,但效率低下;引入复数合流超几何函数的新模拟方法在保持精度不变的同时极大提高了计算效率,同时可避免模型参数限制、规避死循环。 In order to improve the pricing accuracy of the pure jump CGM Y model, two techniques are compared in the Hang Seng Index Option Market: numerical calculation and Monte Carlo simulation. The results show that the numerical calculation is faster than the simulation method, but it is not suitable for the pricing of the virtual option. The traditional Monte Carlo simulation method is more accurate but less efficient in the virtual value range. The new simulation method introducing the complex geometry hyper-geometry function Maintaining the accuracy of the same time greatly improve the computational efficiency, while avoiding model parameter limits, to avoid the cycle of death.