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Nonlinearity, correlation and the valuation of employee stock options - MaRDI portal

Nonlinearity, correlation and the valuation of employee stock options

From MaRDI portal
Publication:6476279

arXivmath/0511234MaRDI QIDQ6476279

M. R. Grasselli

Publication date: 9 November 2005




Mathematics Subject Classification ID

Utility theory (91B16)








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