Optimal exercise of executive stock options

Leonard C G Rogers and Jose Scheinkman ()

Finance and Stochastics, 2007, vol. 11, issue 3, pages 357-372

Keywords: Stock option; Optimal exercise; Constant absolute risk aversion; 60G40; 62P05; G11; C61 (search for similar items in EconPapers)
Date: 2007
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