Are we using the wrong letters? An analysis of executive stock option Greeks (Q301203)
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scientific article; zbMATH DE number 6599626
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Are we using the wrong letters? An analysis of executive stock option Greeks |
scientific article; zbMATH DE number 6599626 |
Statements
Are we using the wrong letters? An analysis of executive stock option Greeks (English)
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30 June 2016
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executive stock options
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delta
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vega
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risk-taking
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stock return
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volatility
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0.7161191701889038
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0.7140127420425415
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0.7099282741546631
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0.7079362273216248
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0.6990354061126709
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