Pages that link to "Item:Q2770906"
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The following pages link to The Valuation of Executive Stock Options in an Intensity-Based Framework * (Q2770906):
Displaying 25 items.
- Are we using the wrong letters? An analysis of executive stock option Greeks (Q301203) (← links)
- Approximations of non-smooth integral type functionals of one dimensional diffusion processes (Q401462) (← links)
- Valuing executive stock options: a quadratic approximation (Q613458) (← links)
- Pricing executive stock options under employment shocks (Q622240) (← links)
- Backdating executive stock options -- an ex ante valuation (Q647664) (← links)
- A general framework for evaluating executive stock options (Q1027368) (← links)
- Intensity-based framework and penalty formulation of optimal stopping problems (Q1029998) (← links)
- Beating the omega clock: an optimal stopping problem with random time-horizon under spectrally negative Lévy models (Q1617121) (← 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)
- American step options (Q2282524) (← links)
- ESO Valuation with Job Termination Risk and Jumps in Stock Price (Q2941470) (← links)
- On the valuation of non-transferable employee share option plans (Q3313565) (← links)
- INTENSITY‐BASED VALUATION OF RESIDENTIAL MORTGAGES: AN ANALYTICALLY TRACTABLE MODEL (Q3502165) (← links)
- Employee stock option valuation with repricing features (Q3539542) (← links)
- ACCOUNTING FOR RISK AVERSION, VESTING, JOB TERMINATION RISK AND MULTIPLE EXERCISES IN VALUATION OF EMPLOYEE STOCK OPTIONS (Q3608737) (← links)
- Black's Model of Interest Rates as Options, Eigenfunction Expansions and Japanese Interest Rates (Q4464013) (← links)
- A TOP-DOWN APPROACH FOR THE MULTIPLE EXERCISES AND VALUATION OF EMPLOYEE STOCK OPTIONS (Q5114675) (← links)
- THE VALUATION OF EXECUTIVE STOCK OPTIONS UNDER GARCH MODELS (Q5242841) (← links)
- Pricing of a reload employee stock option under severance risk (Q5300447) (← links)
- VALUATION OF EMPLOYEE RELOAD OPTIONS USING UTILITY MAXIMIZATION APPROACH (Q5696299) (← links)
- The impact of the market portfolio on the valuation, incentives and optimality of executive stock options (Q5697334) (← links)
- Perpetual American options with asset-dependent discounting (Q6139952) (← links)
- Mean–variance hedging of contingent claims with random maturity (Q6187370) (← links)
