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

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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
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  Data: Exponential hedging with optimal stopping and application to employee stock option valuation.
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        Value: 10.1137/080718930
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      – Code: eng
        Text: English
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        PageCount: 30
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      – TitleFull: Exponential hedging with optimal stopping and application to employee stock option valuation.
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            NameFull: Leung, Tim
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              Text: 2009
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