i'm currently researching implied volatility surfaces and it seems like they are always modeled on european options. i was wondering if there was a specific reason for that, and whether it would also be interesting for practitioners to model the implied volatility surface of american options.

please bare with me if this is a trivial question with an evident answer.

MQuant, AFAIK there should theoritically be no problem. I think Eurpoean options are mainly used because the implied vol. calculation involves a search and it is expensive (CPU time) to price American options without analytical formulas. (There are some approximation methods available for pricing American options but accuracy is not very good)