ESO valuation with job termination risk and jumps in stock price (Q2941470)
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scientific article
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| English | ESO valuation with job termination risk and jumps in stock price |
scientific article |
Statements
ESO Valuation with Job Termination Risk and Jumps in Stock Price (English)
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28 August 2015
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employee stock options
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job termination
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Lévy processes
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variational inequality
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Fourier transform
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0.868018388748169
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0.8578956127166748
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0.8152954578399658
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0.8135625123977661
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0.8078868985176086
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