Definition European-Style Option. Description.
A European-Style Option is an option that can be exercised
on its expiration date only.
An option gives its holder the right to purchase or sell a
security during a specific time and price. Option contracts traded on futures
exchanges are mainly American-style, whereas those traded over-the-counter
are mainly European. European options are typically valued using the
Black-Scholes or Black
European-Style Options Special Interest Group
| Asian Option |
Call Option |
Put Option |
Real Options |