Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point (Q5144184)
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scientific article; zbMATH DE number 7296664
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point |
scientific article; zbMATH DE number 7296664 |
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Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point (English)
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15 January 2021
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optimal stopping
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free boundary problems
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executive stock options
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American options
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smooth pasting
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stochastic flows
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Kalman-Bucy filter
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