Pages that link to "Item:Q1003338"
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The following pages link to Optimal exercise of executive stock options (Q1003338):
Displaying 12 items.
- Constrained viscosity solution to the HJB equation arising in perpetual American employee stock options pricing (Q255503) (← links)
- Valuing executive stock options: a quadratic approximation (Q613458) (← links)
- A parabolic variational inequality related to the perpetual American executive stock options (Q640189) (← links)
- The uniqueness of the solution for the definite problem of a parabolic variational inequality (Q2374200) (← links)
- Asymptotic behavior of optimal exercise strategy for a small number of executive stock options (Q2414803) (← links)
- A free boundary problem coming from the perpetual American call options with utility (Q2839199) (← links)
- PORTFOLIOS OF AMERICAN OPTIONS UNDER GENERAL PREFERENCES: RESULTS AND COUNTEREXAMPLES (Q2875728) (← links)
- OPTIMAL LIQUIDATION OF DERIVATIVE PORTFOLIOS (Q3008482) (← links)
- OPTIMAL EXERCISE OF AN EXECUTIVE STOCK OPTION BY AN INSIDER (Q3086257) (← links)
- A variational inequality arising from optimal exercise perpetual executive stock options (Q4575274) (← links)
- Mathematical analysis of a variational inequality modelling perpetual executive stock options (Q4594535) (← links)
- A novel state-transition forest: pricing corporate securities with intertemporal exercise policies and corresponding capital structure changes (Q5051975) (← links)
