Optimal exercise of an executive stock option by an insider

Optimal exercise of an executive stock option by an insider

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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...

書誌詳細
第一著者:	Monoyios, M
フォーマット:	Journal article
出版事項:	2010

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