The Valuation of Executive Stock Options in an Intensity-Based Framework * (Q2770906)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The Valuation of Executive Stock Options in an Intensity-Based Framework * |
scientific article; zbMATH DE number 1704346
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Valuation of Executive Stock Options in an Intensity-Based Framework * |
scientific article; zbMATH DE number 1704346 |
Statements
The Valuation of Executive Stock Options in an Intensity-Based Framework * (English)
0 references
2000
0 references
Brownian area
0 references
early exercise
0 references
Feymman-Kac formula
0 references
forfeiture
0 references
point processes
0 references
