Non-transferable non-hedgeable executive stock option pricing (Q1657589)

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Non-transferable non-hedgeable executive stock option pricing
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    Non-transferable non-hedgeable executive stock option pricing (English)
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    13 August 2018
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    executive stock options
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    constrained portfolio optimization
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    stochastic discount factor
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    non-hedgeable
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    non-transferable
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