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...
Huvudupphovsman: | Monoyios, M |
---|---|
Materialtyp: | Journal article |
Publicerad: |
2010
|
Liknande verk
Liknande verk
-
Optimal exercise of an executive stock option by an insider
av: Monoyios, M, et al.
Publicerad: (2011) -
Executive stock option exercise with full and partial information on a drift change point
av: Henderson, V, et al.
Publicerad: (2020) -
Risk aversion and block exercise of executive stock options
av: Grasselli, M, et al.
Publicerad: (2009) -
BEHAVIORAL FACTORS OF EARNINGS MANAGEMENT FOR EXECUTIVE STOCK OPTION EXERCISE DECISIONS
av: Nur Fadjrih Asyik
Publicerad: (2018-09-01) -
Optimal investment with inside information and parameter uncertainty
av: Monoyios, M
Publicerad: (2010)