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American style option
created by
alex.tan
(
thing
) by
alex.tan
(3.8 y)
(
print
)
?
I like it!
Tue Mar 28 2000 at 15:05:25
This type of (financial)
option
is
exercisable
by the
option holder
, at the agreed
strike price
, at
any time
before the
expiry date
of the option.
(
idea
) by
mattbw
(1.9 mon)
(
print
)
?
I like it!
Mon Feb 28 2005 at 2:17:59
American
options, due to the early exercise feature, may trade at a premium to
European
style options. To compute the price of an American
put option
on an equity underlyer with dividends requires special techniques. Note that
Put-Call Parity
does not apply for American options.
It is rare to actually exercise an exchange traded American style option, such as an option on
Eurodollar Futures
.
One can consider the American option as a particular kind of
Bermudan Option
. A
Bermudan
option is exercisable on a particular set of dates, for example, the first of the month.
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