OPTIMAL EXERCISE OF AN EXECUTIVE STOCK OPTION BY AN INSIDER
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Publication:3086257
DOI10.1142/S0219024911006279zbMath1217.91185MaRDI QIDQ3086257
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Publication date: 30 March 2011
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024911006279
91G20: Derivative securities (option pricing, hedging, etc.)
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Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point, THE OPTIMAL EXECUTION STRATEGY OF EMPLOYEE STOCK OPTIONS, The early exercise boundary under the jump to default extended CEV model, Optimal Liquidation of an Asset under Drift Uncertainty
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