A top-down approach for the multiple exercises and valuation of employee stock options (Q5114675)
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scientific article; zbMATH DE number 7214795
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| English | A top-down approach for the multiple exercises and valuation of employee stock options |
scientific article; zbMATH DE number 7214795 |
Statements
A TOP-DOWN APPROACH FOR THE MULTIPLE EXERCISES AND VALUATION OF EMPLOYEE STOCK OPTIONS (English)
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25 June 2020
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employee stock options
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jump process
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maturity randomization
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Fourier transform
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0.8921980857849121
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0.8578956127166748
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0.8235771656036377
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0.7887423634529114
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0.7884154319763184
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