OPTIMAL EXERCISE OF AN EXECUTIVE STOCK OPTION BY AN INSIDER (Q3086257): Difference between revisions

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+Optimal investment with inside information and parameter uncertainty
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+Properties of American option prices
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+Robustness of the Black and Scholes Formula
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+Risk aversion and block exercise of executive stock options
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+Finite-horizon optimal stopping, obstacle problems and the shape of the continuation region
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+Mathematical methods for financial markets.
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+ACCOUNTING FOR RISK AVERSION, VESTING, JOB TERMINATION RISK AND MULTIPLE EXERCISES IN VALUATION OF EMPLOYEE STOCK OPTIONS
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+Exponential Hedging with Optimal Stopping and Application to Employee Stock Option Valuation
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+A moving boundary approach to American option pricing
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+Optimal exercise of executive stock options
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+Q4492756
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+A general framework for evaluating executive stock options
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+Publication:3086257