Pages that link to "Item:Q3608737"
From MaRDI portal
The following pages link to ACCOUNTING FOR RISK AVERSION, VESTING, JOB TERMINATION RISK AND MULTIPLE EXERCISES IN VALUATION OF EMPLOYEE STOCK OPTIONS (Q3608737):
Displayed 35 items.
- Constrained viscosity solution to the HJB equation arising in perpetual American employee stock options pricing (Q255503) (← links)
- Are we using the wrong letters? An analysis of executive stock option Greeks (Q301203) (← links)
- Pricing derivatives with counterparty risk and collateralization: a fixed point approach (Q320989) (← links)
- Pricing executive stock options under employment shocks (Q622240) (← links)
- A parabolic variational inequality related to the perpetual American executive stock options (Q640189) (← links)
- Pricing options in incomplete equity markets via the instantaneous Sharpe ratio (Q665826) (← links)
- Non-transferable non-hedgeable executive stock option pricing (Q1657589) (← links)
- An optimal multiple stopping approach to infrastructure investment decisions (Q1657596) (← links)
- Accounting for risk aversion in derivatives purchase timing (Q1938997) (← links)
- Forward dynamic utility functions: a new model and new results (Q2253402) (← 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)
- Optimal consumption and allocation in variable annuities with guaranteed minimum death benefits (Q2447413) (← links)
- A NOTE ON UTILITY INDIFFERENCE PRICING (Q2828052) (← 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)
- Stock Loans in Incomplete Markets (Q3176522) (← links)
- Enhanced equity-credit modelling for contingent convertibles (Q4554224) (← 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)
- INDIFFERENCE PRICES AND IMPLIED VOLATILITIES (Q4635045) (← links)
- THE VALUE OF BEING LUCKY: OPTION BACKDATING AND NONDIVERSIFIABLE RISK (Q5010076) (← links)
- Bond indifference prices (Q5014252) (← 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)
- On the Optimal Exercise Boundaries of Swing Put Options (Q5219294) (← links)
- On the Interaction between Transfer Restrictions and Crediting Strategies in Guaranteed Funds (Q5379230) (← links)
- American step-up and step-down default swaps under Lévy models (Q5746748) (← links)
- Mean–variance hedging of contingent claims with random maturity (Q6187370) (← links)