The value of being lucky: option backdating and nondiversifiable risk (Q5010076)
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scientific article; zbMATH DE number 7384604
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| default for all languages | No label defined |
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| English | The value of being lucky: option backdating and nondiversifiable risk |
scientific article; zbMATH DE number 7384604 |
Statements
THE VALUE OF BEING LUCKY: OPTION BACKDATING AND NONDIVERSIFIABLE RISK (English)
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24 August 2021
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utility indifference pricing
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American options
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lookback options
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option backdating
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executive stock options
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0.8211456537246704
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0.7116715908050537
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0.7017408013343811
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0.6924533247947693
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0.6916205883026123
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