EMPLOYEE STOCK OPTIONS : SIMPLE AMERICAN CALL OPTION

File Name: Employee Stock Options – Simple American Call Option

Location: Modeling Toolkit | Real Options Models

Brief Description: Computes the American call option (the option is exercisable at any time up to and including maturity)                   using binomial lattices and closed-form solutions

Requirements: Modeling Toolkit, Real Options SLS

Figure 170.1 shows how an American Call Option can be computed using the Real Options SLS software. American options are, of course, exercisable at any time prior to and up to and including the maturity period.

Figure 170.1: American call option




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