American

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Related to American option: Bermudan option
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Synonyms for American

Yankee or Yank

Synonyms

Yankee or Yank

Synonyms

  • Yankee or Yank
  • Yankee Doodle

Synonyms for American

a native or inhabitant of the United States

References in periodicals archive ?
Denote by f(S, t) the price of American option with S being underlying and t being the current time.
By approximating the value of the investment project as an American option, the optimal investment and abandonment strategies are determined, i.
HUANG, Accurate American option pricing bygrid streting and higer order finite differences, Technical Report, Delft Institute of Applied Mathematics, Delft University of Technology, Delft, 2005.
This is also the case of American options whose price depends on the optimal exercise boundary.
The first one is an american option maturing at T and the second is a european option with underpricing risk and the same maturity.
In this article, we use the binomial model, which is more adapted to American options.
The BS formula strictly applies to European options only--not to American options, which can be exercised any time prior to expiry--and it requires modifications for assets that pay dividends, such as stocks, or that don't require an initial outlay, such as futures.
When an option contract allows for exercise any time on or before the expiration date, it is called an American option.
The American option can be exercised at any time; the European option can be exercised only at the expiration date; the Capped option can be exercised only during a specified period stated in the contract.
Pricing an American Option by Approximating Its Early Exercise Boundary as a Multipiece Exponential Function.
Along with college players like Tennessee's Chamique Holdsclaw - who has no American option but to play in the WNBA - the elite ABL players could end up lifting the level of the WNBA via free agency or a draft pool although there was no clear answer on these issues Tuesday.
The horse is fine but the American option has been shelved.
The derived ITO is an American option since it can be exercised prior to expiration.
Sick (1989) and Capozza and Sick (1994) show that agricultural land is a real asset with an attached perpetual American option to convert to urban use and that option valuation methods can be applied to such land.
A covert operation to kill Saddam Hussein is known to have been contemplated as one American option for ridding Iraq of her tyrannical leader.
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