Options to quit

DOI10.1016/S0165-1765(00)00366-9MaRDI QIDQ5940748zbMATH OpenFDO

Authors Gerard A. Pfann

Publication date 20 August 2001

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0165-1765(00)00366-9

zbMATH Keywords

downsizingfixed costsjob mobilitytimingvoluntary turnover

Mathematics Subject Classification ID

Decision theory (91B06)

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• Option pricing when underlying stock returns are discontinuous

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(1)

• Search costs and the quit rate

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