Exponential Hedging with Optimal Stopping and Application to Employee Stock Option Valuation (Q3566970): Difference between revisions
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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)
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10 June 2010
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financial mathematics
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utility indifference pricing
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optimal stopping
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employee stock options
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American options
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