The optimal execution strategy of employee stock options
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Publication:5148024
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Cites work
- scientific article; zbMATH DE number 1066231 (Why is no real title available?)
- Constrained viscosity solution to the HJB equation arising in perpetual American employee stock options pricing
- Employee stock option valuation with repricing features
- Optimal exercise of an executive stock option by an insider
- User’s guide to viscosity solutions of second order partial differential equations
- Valuation of employee stock options using the exercise multiple approach and life tables
- Viscosity Solutions of Hamilton-Jacobi Equations
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