"ESO Valuation with Job Termination Risk and Jumps in Stock Price."

Tim Leung, Haohua Wan (2015)

> Home

Details and statistics

DOI: 10.1137/130937949

access: closed

type: Journal Article

metadata version: 2017-06-14

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamfm/LeungW15
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamfm/LeungW15
Tim Leung, Haohua Wan:
ESO Valuation with Job Termination Risk and Jumps in Stock Price. SIAM J. Financial Math. 6(1): 487-516 (2015)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.