PRODUCT INFORMATIONThere are two applications in this section, one for pricing American stock options and calculating their implied volatilities and another for pricing European stock options and calculating their implied volatilities. The descriptions in this section are brief. Click on the respective application link button to get to the application site, then click on the valuation procedure link for more details.
American stock options. These are options on stocks that can be exercised at any time prior to expiry.
European stock options. These are options on stocks that can only be exercised at expiry.
