Non-transferable non-hedgeable executive stock option pricing (Q1657589)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6917203
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Non-transferable non-hedgeable executive stock option pricing |
scientific article; zbMATH DE number 6917203 |
Statements
Non-transferable non-hedgeable executive stock option pricing (English)
0 references
13 August 2018
0 references
executive stock options
0 references
constrained portfolio optimization
0 references
stochastic discount factor
0 references
non-hedgeable
0 references
non-transferable
0 references
0.8167080283164978
0 references
0.804004430770874
0 references
0.7937224507331848
0 references
0.7869116067886353
0 references
0.7797889709472656
0 references
