Evidence on exercise pricing in CEO option grants in two countries.
- Published in:
- Annals of Finance, 2015, v. 11, n. 3/4, p. 383, doi. 10.1007/s10436-015-0262-4
- By:
- Publication type:
- Article
Works matching IS 16142446 AND DT 2015 AND VI 11 AND IP 3/4
Results: 9
1
2
Robustness of equilibrium in the Kyle model of informed speculation.
- Published in:
- Annals of Finance, 2015, v. 11, n. 3/4, p. 297, doi. 10.1007/s10436-015-0264-2
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- Publication type:
- Article
3
Bounds for path-dependent options.
- Published in:
- Annals of Finance, 2015, v. 11, n. 3/4, p. 433, doi. 10.1007/s10436-015-0265-1
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- Publication type:
- Article
4
Arbitrage in markets with bid-ask spreads.
- Published in:
- Annals of Finance, 2015, v. 11, n. 3/4, p. 453, doi. 10.1007/s10436-015-0266-0
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- Publication type:
- Article
5
Optimization of relative arbitrage.
- Published in:
- Annals of Finance, 2015, v. 11, n. 3/4, p. 345, doi. 10.1007/s10436-015-0261-5
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- Publication type:
- Article
6
Financial innovation and risk: the role of information.
- Published in:
- Annals of Finance, 2015, v. 11, n. 3/4, p. 477, doi. 10.1007/s10436-015-0267-z
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- Publication type:
- Article
7
Optimal investment in multidimensional Markov-modulated affine models.
- Published in:
- Annals of Finance, 2015, v. 11, n. 3/4, p. 503, doi. 10.1007/s10436-015-0268-y
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- Publication type:
- Article
8
Diversity-weighted portfolios with negative parameter.
- Published in:
- Annals of Finance, 2015, v. 11, n. 3/4, p. 411, doi. 10.1007/s10436-015-0263-3
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- Publication type:
- Article
9
Credit risk and contagion via self-exciting default intensity.
- Published in:
- Annals of Finance, 2015, v. 11, n. 3/4, p. 319, doi. 10.1007/s10436-015-0259-z
- By:
- Publication type:
- Article