A top-down approach for the multiple exercises and valuation of employee stock options
Tim Leung, Yang Zhou
| Year of publication: |
2020
|
|---|---|
| Authors: | Leung, Tim ; Zhou, Yang |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 23.2020, 2, p. 1-29
|
| Subject: | Employee stock options | jump process | maturity randomization | Fourier transform | Aktienoption | Stock option | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024920500041 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012270937