THE VALUE OF BEING LUCKY: OPTION BACKDATING AND NONDIVERSIFIABLE RISK (Q5010076)
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scientific article; zbMATH DE number 7384604
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE VALUE OF BEING LUCKY: OPTION BACKDATING AND NONDIVERSIFIABLE RISK |
scientific article; zbMATH DE number 7384604 |
Statements
THE VALUE OF BEING LUCKY: OPTION BACKDATING AND NONDIVERSIFIABLE RISK (English)
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24 August 2021
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utility indifference pricing
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American options
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lookback options
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option backdating
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executive stock options
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