ESO valuation with job termination risk and jumps in stock price (Q2941470)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: ESO valuation with job termination risk and jumps in stock price |
scientific article; zbMATH DE number 6476804
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | ESO valuation with job termination risk and jumps in stock price |
scientific article; zbMATH DE number 6476804 |
Statements
ESO Valuation with Job Termination Risk and Jumps in Stock Price (English)
0 references
28 August 2015
0 references
employee stock options
0 references
job termination
0 references
Lévy processes
0 references
variational inequality
0 references
Fourier transform
0 references
0 references
0 references
0.868018388748169
0 references
0.8578956127166748
0 references
0.8152954578399658
0 references
0.8135625123977661
0 references
0.8078868985176086
0 references
