Employee stock options : exercise timing, hedging, and valuation

Tim Leung, University of Washington, USA

"Adopting a unique approach that combines stochastic modeling and control techniques with option pricing theory Demonstrating formulas and numerical schemes for fast implementation and clear illustration Presenting unique perspectives such as taking into account both the employee's risk aversion and hedging constraints, as well as the firm's valuation criteria Inclusion of up-to-date materials"--

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Year of publication:	[2021]
Authors:	Leung, Tim
Publisher:	[2021]: New Jersey : World Scientific
Subject:	Financial Engineering \| Financial engineering \| Aktienoption \| Stock option

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Extent:	xii, 214 Seiten Illustrationen
Series:	Modern trends in financial engineering. - Hackensack, NJ : World Scientific, ZDB-ID 2845431-5. - Vol. volume 3
Type of publication:	Book / Working Paper
Language:	English
Notes:	Includes bibliographical references and index
ISBN:	978-981-320-963-3 ; 9789813209657 ; 978-981-320-964-0
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012430190