Optimal multiple stopping models of reload options and shout options

10.1016/j.jedc.2007.10.002

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Bibliographic Details
Main Authors:	Dai, M., Kwok, Y.K.
Other Authors:	MATHEMATICS
Format:	Article
Published:	2014
Subjects:	Employee stock options Lookback options Multiple optimal stopping Reload feature Shout call options
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/103873
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-103873
record_format	dspace
spelling	sg-nus-scholar.10635-1038732023-10-30T20:40:24Z Optimal multiple stopping models of reload options and shout options Dai, M. Kwok, Y.K. MATHEMATICS Employee stock options Lookback options Multiple optimal stopping Reload feature Shout call options 10.1016/j.jedc.2007.10.002 Journal of Economic Dynamics and Control 32 7 2269-2290 JEDCD 2014-10-28T02:42:34Z 2014-10-28T02:42:34Z 2008-07 Article Dai, M., Kwok, Y.K. (2008-07). Optimal multiple stopping models of reload options and shout options. Journal of Economic Dynamics and Control 32 (7) : 2269-2290. ScholarBank@NUS Repository. https://doi.org/10.1016/j.jedc.2007.10.002 01651889 http://scholarbank.nus.edu.sg/handle/10635/103873 000257601800010 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Employee stock options Lookback options Multiple optimal stopping Reload feature Shout call options
spellingShingle	Employee stock options Lookback options Multiple optimal stopping Reload feature Shout call options Dai, M. Kwok, Y.K. Optimal multiple stopping models of reload options and shout options
description	10.1016/j.jedc.2007.10.002
author2	MATHEMATICS
author_facet	MATHEMATICS Dai, M. Kwok, Y.K.
format	Article
author	Dai, M. Kwok, Y.K.
author_sort	Dai, M.
title	Optimal multiple stopping models of reload options and shout options
title_short	Optimal multiple stopping models of reload options and shout options
title_full	Optimal multiple stopping models of reload options and shout options
title_fullStr	Optimal multiple stopping models of reload options and shout options
title_full_unstemmed	Optimal multiple stopping models of reload options and shout options
title_sort	optimal multiple stopping models of reload options and shout options
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/103873
_version_	1781787786679943168

Optimal multiple stopping models of reload options and shout options

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