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Call Put Valuation of American Options Select a Valuation Method

CRR Recombining Tree

RB Recombining Tree

CRR Non-Recombining Tree

RB Non-Recombining Tree

0 1 2 3 # of Dividends Call or Put Spot Price Strike Price Volatility Time to Expiration Risk-Free Rate Tree Size Option Value Delta Gamma Theta Vega Rho