American options: time-critical pricing

clock-calculator-shutterstock-20221204

CLICK HERE TO VIEW THE ARTICLE IN FULL

The size of option markets has reached astronomical levels, with the notional amount outstanding being dozens of trillions of dollars (see Bank for International Settlements 2014). A significant proportion of exchange-traded and over-the-counter options are American style, offering early an exercise opportunity to the holder.

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: