Exponential Hedging with Optimal Stopping and Application to Employee Stock Option Valuation

✍ Scribed by Leung, Tim; Sircar, Ronnie

• Book ID: 118204864
• Publisher: Society for Industrial and Applied Mathematics
• Year: 2009
• Tongue: English
• Weight: 398 KB
• Volume: 48
• Category: Article
• ISSN: 0363-0129
• DOI: 10.1137/080718930