With reference to the evaluation of the speed–precision efficiency of pricing and hedging of American Put options, we
present and discuss numerical results obtained on the basis of four different large enough random samples according to the
relevance of the American quality (relative importance of the early exercise opportunity) of the options. Here we provide a
comparison of the best methods (lattice based numerical methods and an approximation of the American Premium analytical
procedure) known in literature along with some key methodological remarks.
