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American Options

  • Szymon Borak
  • Wolfgang Karl Härdle
  • Brenda López-Cabrera
Chapter
Part of the Universitext book series (UTX)

Abstract

Up to now we have considered mainly European options. This chapter however focuses on American Options. An American option is an option that can be exercised anytime during its life.

Keywords

Stock Price Option Price Call Option American Option Spot Price 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2013

Authors and Affiliations

  • Szymon Borak
    • 1
  • Wolfgang Karl Härdle
    • 1
  • Brenda López-Cabrera
    • 1
  1. 1.Humboldt-Universität zu Berlin Ladislaus von Bortkiewicz Chair of StatisticsC.A.S.E. Centre for Applied Statistics and Economics School of Business and EconomicsBerlinGermany

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