Pages that link to "Item:Q3566970"
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The following pages link to Exponential Hedging with Optimal Stopping and Application to Employee Stock Option Valuation (Q3566970):
Displaying 14 items.
- Constrained viscosity solution to the HJB equation arising in perpetual American employee stock options pricing (Q255503) (← links)
- Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions (Q1621616) (← links)
- Accounting for risk aversion in derivatives purchase timing (Q1938997) (← links)
- Forward dynamic utility functions: a new model and new results (Q2253402) (← links)
- On a Heath-Jarrow-Morton approach for stock options (Q2516770) (← links)
- Optimal consumption and sale strategies for a risk averse agent (Q2832613) (← links)
- AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING (Q2947345) (← links)
- OPTIMAL EXERCISE OF AN EXECUTIVE STOCK OPTION BY AN INSIDER (Q3086257) (← links)
- Forward indifference valuation of American options (Q3145087) (← links)
- Nash Equilibria for Game Contingent Claims with Utility-Based Hedging (Q4553299) (← links)
- Optimal static quadratic hedging (Q4554507) (← links)
- A TOP-DOWN APPROACH FOR THE MULTIPLE EXERCISES AND VALUATION OF EMPLOYEE STOCK OPTIONS (Q5114675) (← links)
- Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point (Q5144184) (← links)
- Reflected backward stochastic differential equations and a class of non-linear dynamic pricing rule (Q5411892) (← links)
