Exponential Hedging with Optimal Stopping and Application to Employee Stock Option Valuation (Q3566970): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
(2 intermediate revisions by 2 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2018256979 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 22:18, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Exponential Hedging with Optimal Stopping and Application to Employee Stock Option Valuation |
scientific article |
Statements
Exponential Hedging with Optimal Stopping and Application to Employee Stock Option Valuation (English)
0 references
10 June 2010
0 references
financial mathematics
0 references
utility indifference pricing
0 references
optimal stopping
0 references
employee stock options
0 references
American options
0 references