Pages that link to "Item:Q5697334"
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The following pages link to The impact of the market portfolio on the valuation, incentives and optimality of executive stock options (Q5697334):
Displaying 14 items.
- On managerial risk-taking incentives when compensation may be hedged against (Q475322) (← links)
- Pricing executive stock options under employment shocks (Q622240) (← links)
- A general framework for evaluating executive stock options (Q1027368) (← links)
- Risk aversion and block exercise of executive stock options (Q2271611) (← links)
- A multidimensional exponential utility indifference pricing model with applications to counterparty risk (Q2796752) (← links)
- Portfolios of American options under general preferences: results and counterexamples (Q2875728) (← links)
- Exponential utility indifference valuation in two Brownian settings with stochastic correlation (Q3516396) (← links)
- Perpetual American options in incomplete markets: the infinitely divisible case (Q3605221) (← links)
- ACCOUNTING FOR RISK AVERSION, VESTING, JOB TERMINATION RISK AND MULTIPLE EXERCISES IN VALUATION OF EMPLOYEE STOCK OPTIONS (Q3608737) (← links)
- UTILITY INDIFFERENCE PRICING OF INTEREST-RATE GUARANTEES (Q3632194) (← links)
- Employee Stock Options: An Up-and-Out Protected Barrier Call (Q3652703) (← links)
- INDIFFERENCE PRICES AND IMPLIED VOLATILITIES (Q4635045) (← links)
- (Q5453293) (← links)
- VALUATION OF EMPLOYEE RELOAD OPTIONS USING UTILITY MAXIMIZATION APPROACH (Q5696299) (← links)
