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AN APPROXIMATE BARRIER OPTION MODEL FOR VALUING EXECUTIVE STOCK OPTIONS - MaRDI portal

AN APPROXIMATE BARRIER OPTION MODEL FOR VALUING EXECUTIVE STOCK OPTIONS

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Publication:4642058

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DOI10.15807/JORSJ.61.110zbMath1395.91410OpenAlexW2779930388MaRDI QIDQ4642058

Toshikazu Kimura

Publication date: 18 May 2018

Published in: Journal of the Operations Research Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15807/jorsj.61.110

zbMATH Keywords

finance valuation barrier option executive stock options endogenous approximation

Mathematics Subject Classification ID

Portfolio theory (91G10)

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