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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A TOP-DOWN APPROACH FOR THE MULTIPLE EXERCISES AND VALUATION OF EMPLOYEE STOCK OPTIONS |
scientific article; zbMATH DE number 7214795 |
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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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