ESO Valuation with Job Termination Risk and Jumps in Stock Price (Q2941470)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESO Valuation with Job Termination Risk and Jumps in Stock Price |
scientific article |
Statements
ESO Valuation with Job Termination Risk and Jumps in Stock Price (English)
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28 August 2015
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employee stock options
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job termination
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Lévy processes
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variational inequality
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Fourier transform
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