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European Style Options can only be exercised when they expire. Most Index Options are European Style, but Stock Options are normally American Style. European Style Options are viewed as less valuable than American Style to Option buyers because the Exercise terms are more restrictive, but Sellers of Options (Options Writers) may view the lack of Early Assignment risk to be an advantage.
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Contributed by: Ralph Windsor

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American vs. European Style Options

Simple explanation of the difference between European and American Style Options.


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Option Style
https://en.wikipedia.org/wiki/Option_style

Wikipedia article on Option Styles. Covers more than European and American definitions and includes some more obscure styles also.

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European Style
http://www.investopedia.com/terms/e/europeanoption.asp

Investopedia definition of European Style Options.

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Option Styles: American Vs. European
http://www.learningmarkets.com/option-styles-american-vs-european/

Detailed explanation of American vs European style options.

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European Style Options
http://www.call-options.com/european-call-option.html

Introductory article discussing European Style Options.

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Video

American vs. European Style Options

Simple explanation of the difference between European and American Style Options.