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gptkbp:instanceOf
|
gptkb:financial_services_company
|
|
gptkbp:assetClass
|
stocks
commodities
indices
|
|
gptkbp:canBe
|
call option
put option
|
|
gptkbp:contrastsWith
|
gptkb:European_options
|
|
gptkbp:exercisable
|
any time before expiration
|
|
gptkbp:exerciseStyle
|
flexible
|
|
gptkbp:feature
|
early exercise
|
|
gptkbp:holderRight
|
buy or sell underlying asset
|
|
https://www.w3.org/2000/01/rdf-schema#label
|
American options
|
|
gptkbp:pays
|
depends on underlying asset price
|
|
gptkbp:popularFor
|
gptkb:United_States
|
|
gptkbp:regulates
|
SEC (for US markets)
|
|
gptkbp:riskFactor
|
market risk
counterparty risk
|
|
gptkbp:tradedOn
|
over-the-counter markets
exchanges
|
|
gptkbp:type
|
option
|
|
gptkbp:usedIn
|
derivatives markets
commodity markets
stock markets
|
|
gptkbp:validOn
|
fixed date
|
|
gptkbp:valuationModel
|
binomial options pricing model
Black-Scholes model (with adjustments)
|
|
gptkbp:bfsParent
|
gptkb:American_option_pricing_models
gptkb:Longstaff,_F._A.,_&_Schwartz,_E._S._(2001)._Valuing_American_options_by_simulation:_a_simple_least-squares_approach._The_Review_of_Financial_Studies,_14(1),_113-147.
|
|
gptkbp:bfsLayer
|
7
|