Optimal exercise of an executive stock option by an insider

Optimal exercise of an executive stock option by an insider

अन्य संस्करण दिखाएं (1)

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...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक:	Monoyios, M
स्वरूप:	Journal article
प्रकाशित:	2010

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