A variational inequality arising from optimal exercise perpetual executive stock options
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Publication:4575274
DOI10.1017/S0956792517000031zbMath1401.91534MaRDI QIDQ4575274
Xinfu Chen, Xin Lai, Cong Qin, Wanghui Yu
Publication date: 13 July 2018
Published in: European Journal of Applied Mathematics (Search for Journal in Brave)
Related Items (2)
Asymptotic behavior of optimal exercise strategy for a small number of executive stock options ⋮ On Balanced Growth Path Solutions of a Knowledge Diffusion and Growth Model
Cites Work
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- ACCOUNTING FOR RISK AVERSION, VESTING, JOB TERMINATION RISK AND MULTIPLE EXERCISES IN VALUATION OF EMPLOYEE STOCK OPTIONS
- Mathematical analysis of a variational inequality modelling perpetual executive stock options
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