The Valuation of Executive Stock Options in an Intensity-Based Framework * (Q2770906)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Valuation of Executive Stock Options in an Intensity-Based Framework * |
scientific article |
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The Valuation of Executive Stock Options in an Intensity-Based Framework * (English)
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2000
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Brownian area
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early exercise
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Feymman-Kac formula
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forfeiture
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point processes
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