Pages that link to "Item:Q2271611"

The following pages link to Risk aversion and block exercise of executive stock options (Q2271611):

Displaying 22 items.

• A parabolic variational inequality related to the perpetual American executive stock options (Q640189) (← links)
• Backdating executive stock options -- an ex ante valuation (Q647664) (← links)
• Are employee stock option exercise decisions better explained through the prospect theory? (Q1615797) (← links)
• Non-transferable non-hedgeable executive stock option pricing (Q1657589) (← links)
• An optimal multiple stopping approach to infrastructure investment decisions (Q1657596) (← links)
• Partial liquidation under reference-dependent preferences (Q2308175) (← links)
• Asymptotic behavior of optimal exercise strategy for a small number of executive stock options (Q2414803) (← links)
• A NOTE ON UTILITY INDIFFERENCE PRICING (Q2828052) (← links)
• Optimal Consumption and Sale Strategies for a Risk Averse Agent (Q2832613) (← links)
• A free boundary problem coming from the perpetual American call options with utility (Q2839199) (← links)
• PORTFOLIOS OF AMERICAN OPTIONS UNDER GENERAL PREFERENCES: RESULTS AND COUNTEREXAMPLES (Q2875728) (← links)
• ESO Valuation with Job Termination Risk and Jumps in Stock Price (Q2941470) (← links)
• Optimal Multiple Stopping with Negative Discount Rate and Random Refraction Times under Lévy Models (Q2942281) (← links)
• AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING (Q2947345) (← links)
• OPTIMAL LIQUIDATION OF DERIVATIVE PORTFOLIOS (Q3008482) (← links)
• OPTIMAL EXERCISE OF AN EXECUTIVE STOCK OPTION BY AN INSIDER (Q3086257) (← links)
• Forward indifference valuation of American options (Q3145087) (← links)
• A variational inequality arising from optimal exercise perpetual executive stock options (Q4575274) (← links)
• Mathematical analysis of a variational inequality modelling perpetual executive stock options (Q4594535) (← links)
• THE VALUE OF BEING LUCKY: OPTION BACKDATING AND NONDIVERSIFIABLE RISK (Q5010076) (← links)
• A TOP-DOWN APPROACH FOR THE MULTIPLE EXERCISES AND VALUATION OF EMPLOYEE STOCK OPTIONS (Q5114675) (← links)
• Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point (Q5144184) (← links)