Exponential Hedging with Optimal Stopping and Application to Employee Stock Option Valuation (Q3566970)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5719707
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Exponential Hedging with Optimal Stopping and Application to Employee Stock Option Valuation |
scientific article; zbMATH DE number 5719707 |
Statements
Exponential Hedging with Optimal Stopping and Application to Employee Stock Option Valuation (English)
0 references
10 June 2010
0 references
financial mathematics
0 references
utility indifference pricing
0 references
optimal stopping
0 references
employee stock options
0 references
American options
0 references
0.7745406
0 references
0.75828034
0 references
0.74742603
0 references
0.7444837
0 references
0.7437238
0 references
0.74363214
0 references
0.74349874
0 references
0.7392743
0 references
