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Equity American Option Valuation Guide

descriptionPublicationkeyboard_double_arrow_right Presentation 13 Jul 2020 English Publisher:Zenodo
Authors: Xiao, David;

doi: 10.5281/zenodo.3942431 , 10.5281/zenodo.7803200 , 10.5281/zenodo.3942430 , 10.5281/zenodo.7803147 , 10.5281/zenodo.5748070

Equity American Option Valuation Guide

Abstract

An American option give an investor the right but not the obligation to buy a call or sell a put at a set strike price at any time prior to the contract’s expiry date. Since investors have the freedom to exercise their American options at any point during the life of the contract, they are more valuable than European options, which can only be exercised at maturity.

https://ia803409.us.archive.org/30/items/eq-american-1/EqAmerican-archive.pdf

Keywords

equity option, American option, European option, option valuation, pricing model

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