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Bob Jansen ♦
Bob Jansen ♦
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Can americanAmerican options with no dividends/riskfree and zero risk-free rate be treated as europeanEuropean?

Let's say you've got American options on a future of a stock index. There'sThere are no dividends, and no risk-free rate either (assume $r=0$). Can these options then be treated as European from the perspective of using Black-Scholes to price them and calculate the Greeks?

Can american options with no dividends/riskfree be treated as european?

Let's say you've got American options on a future of a stock index. There's no dividends, and no risk-free rate either (assume $r=0$). Can these options then be treated as European from the perspective of using Black-Scholes to price them and calculate the Greeks?

Can American options with no dividends and zero risk-free rate be treated as European?

Let's say you've got American options on a future of a stock index. There are no dividends, and no risk-free rate either (assume $r=0$). Can these options then be treated as European from the perspective of using Black-Scholes to price them and calculate the Greeks?

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Dmitri Nesteruk
Dmitri Nesteruk
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Can american options with no dividends/riskfree be treated as european?

Let's say you've got American options on a future of a stock index. There's no dividends, and no risk-free rate either (assume $r=0$). Can these options then be treated as European from the perspective of using Black-Scholes to price them and calculate the Greeks?