Optimal exercise of an executive stock option by an insider
We consider an optimal stopping problem arising in connection with the exercise of an executive stock option by an agent with inside information. The agent is assumed to have noisy information on the terminal value of the stock, does not trade the stock or outside securities, and maximises the expec...
מחבר ראשי: | Monoyios, M |
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פורמט: | Journal article |
יצא לאור: |
2010
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פריטים דומים
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Optimal exercise of an executive stock option by an insider
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Risk aversion and block exercise of executive stock options
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BEHAVIORAL FACTORS OF EARNINGS MANAGEMENT FOR EXECUTIVE STOCK OPTION EXERCISE DECISIONS
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Optimal investment with inside information and parameter uncertainty
מאת: Monoyios, M
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