Pages that link to "Item:Q1003338"
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The following pages link to Optimal exercise of executive stock options (Q1003338):
Displaying 18 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)
- Pricing executive stock options under employment shocks (Q622240) (← links)
- A parabolic variational inequality related to the perpetual American executive stock options (Q640189) (← links)
- Optimal exercise policies for call options and their valuation (Q1206120) (← links)
- Non-transferable non-hedgeable executive stock option pricing (Q1657589) (← links)
- Valuation of a repriceable executive stock option (Q2268392) (← links)
- Risk aversion and block exercise of executive stock options (Q2271611) (← 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 strategies of the perpetual executive stock options (Q2926912) (← 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)