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

Tim Leung, Haohua Wan (2015)

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DOI: 10.1137/130937949

access: closed

type: Journal Article

metadata version: 2017-06-14

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Tim Leung, Haohua Wan:
ESO Valuation with Job Termination Risk and Jumps in Stock Price. SIAM J. Financial Math. 6(1): 487-516 (2015)

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