ACCELERATED SHARE REPURCHASE: PRICING AND EXECUTION STRATEGY (Q5256838)
From MaRDI portal
scientific article; zbMATH DE number 6452370
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ACCELERATED SHARE REPURCHASE: PRICING AND EXECUTION STRATEGY |
scientific article; zbMATH DE number 6452370 |
Statements
ACCELERATED SHARE REPURCHASE: PRICING AND EXECUTION STRATEGY (English)
0 references
29 June 2015
0 references
optimal execution
0 references
ASR contracts
0 references
optimal stopping
0 references
stochastic optimal control
0 references
utility indifference pricing
0 references
0 references
