Executive Stock Option Pricing in China under Stochastic Volatility
Year of publication: |
2015-02-27
|
---|---|
Authors: | Chong, Terence Tai Leung ; Ding, Yue ; Li, Yong |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Bayesian analysis | Executive stock options | FAS 123 | Option pricing | SV models |
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