Abstract
An American Option is a contract giving the buyer the right to buy (Call) or sell (Put) a financial underlying asset for a strike price K at every instant between the agreement date and the maturity. The main difference between American and European options consists thus in the early exercise feature.
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© 2013 Springer International Publishing Switzerland
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Gianin, E.R., Sgarra, C. (2013). American Options. In: Mathematical Finance: Theory Review and Exercises. UNITEXT(), vol 70. Springer, Cham. https://doi.org/10.1007/978-3-319-01357-2_8
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DOI: https://doi.org/10.1007/978-3-319-01357-2_8
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-01356-5
Online ISBN: 978-3-319-01357-2
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