A stock has a current price of £62 which will rise or fall by 20% in the next year. The risk free interest rate over the period will be 10% and the stock will not pay a dividend over this period. Options on this stock are available with a strike price of £55. What is the value of
(a) An American call option on this stock (5 marks)
(b) A European call option on this stock (5 marks)

这道题用二叉树法做
u=1.2 d=0.8 rf=1.1,k=55
p=(r-d)/(u-d)=0.75 ,Su=74.4,Sd=49.6
C=(0.75*(74.4-55) + 0.25*(55-49.6)) / 1.1=14.45

这算出来的欧式期权还是美式期权呢，好像是欧式的
那美式的怎么算呢？
谢谢了