Constrained viscosity solution to the HJB equation arising in perpetual American employee stock options pricing (Q255503): Difference between revisions

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+https://doi.org/10.3934/dcds.2015.35.5413
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+W2352514974
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+Optimal decision for selling an illiquid stock
@@ Property / cites work: Optimal decision for selling an illiquid stock / rank @@
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+User’s guide to viscosity solutions of second order partial differential equations
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+Q4086303
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+Q5709400
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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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+Optimal exercise of executive stock options
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