Exponential hedging with optimal stopping and application to employee stock option valuation.

Saved in:

Bibliographic Details
Title:	Exponential hedging with optimal stopping and application to employee stock option valuation.
Authors:	Leung, Tim, Sircar, Ronnie
Source:	SIAM Journal on Control & Optimization; 2009, Vol. 48 Issue 3, p1422-1451, 30p
Database:	Applied Science & Technology Source

Description
ISSN:	03630129
DOI:	10.1137/080718930