Asymptotic behavior of optimal exercise strategy for a small number of executive stock options (Q2414803)

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Asymptotic behavior of optimal exercise strategy for a small number of executive stock options
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    Asymptotic behavior of optimal exercise strategy for a small number of executive stock options (English)
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    17 May 2019
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    executive stock options
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    optimal exercise strategy
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    free boundary
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    asymptotic expansion
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