Non-transferable non-hedgeable executive stock option pricing
David B. Colwell, David Feldman, Wei Hu
| Year of publication: |
April 2015
|
|---|---|
| Authors: | Colwell, David B. ; Feldman, David ; Hu, Wei |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 53.2015, p. 161-191
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| Subject: | Executive stock options | Constrained portfolio optimization | Stochastic discount factor | Non-hedgeable | Non-transferable | Aktienoption | Stock option | Portfolio-Management | Portfolio selection | Führungskräfte | Managers | Optionspreistheorie | Option pricing theory | Diskontierung | Discounting | Stochastischer Prozess | Stochastic process | Risikoaversion | Risk aversion |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2015.02.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011526925