Non-transferable non-hedgeable executive stock option pricing (Q1657589)
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scientific article; zbMATH DE number 6917203
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-transferable non-hedgeable executive stock option pricing |
scientific article; zbMATH DE number 6917203 |
Statements
Non-transferable non-hedgeable executive stock option pricing (English)
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13 August 2018
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executive stock options
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constrained portfolio optimization
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stochastic discount factor
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non-hedgeable
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non-transferable
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