The Valuation of Executive Stock Options in an Intensity-Based Framework * (Q2770906)
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scientific article; zbMATH DE number 1704346
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The Valuation of Executive Stock Options in an Intensity-Based Framework * |
scientific article; zbMATH DE number 1704346 |
Statements
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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0.8845291137695312
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0.8437079787254333
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0.8258317112922668
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0.8146756291389465
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0.804004430770874
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