References
[Zap] Jaksa Cvitanic Zvi Wiener Fernando Zapater, Analytic
Pricing of Employee Stock Options, editeur, 2004
[Hen] Vicky Henderson, The Impact of the Market Portfolio on the
Valuation, Incentives and Optimality of Executive Stock Options, 2005
[Hen2] Vicky Henderson, The Impact of the Market Portfolio on the
Valuation, Incentives and Optimality of Executive Stock Options, 2004
[Hen3] Vicky Henderson, Valuing the Option to Invest in an
Incomplete Market, 2005
[bng] Jonathan E. bngersoll Jr., The Subjective and Objective
Value of Incentives Stock Option, 2002 [Kar] boannis Karatzas, Steven E.
Shreve,Methods of Mathematical Finance. Springer., 1999
[Leu] Tim Leung, Ronnie Sircar, Accounting for Risk Aversion,
Vesting, Job Termination Risk and Multiple Exercises in Valuation of Employee
Stock Options, 2006
[Man] Michael Mania and Martin Schweizer, Dynamic Exponential
Utility Indifference Valuation, 2005 [Mon] Michael Monoyios, Performance of
utility-based strategies for hedging basis risk, 2003
[Yos] Yoshio Miyahara, Minimal Relative Entropy Martingale
Measure and Their Application in Option Pricing Theory, 1999
[Pang] Jong-Shi Pangy, and David Stewartz, Differential
Variational Inequalities, 2003
[Kad] Ashay Kadam, Peter Lakner, Anand Srinivasan, Executive
Stock Options: Value to the Executive and Cost to the Firm, 2005
[Rog] L.C.G. Rogers, José Scheinkman, Optimal exercise of
executive stock options,
[Sen] Gallus Johannes Steiger, The Optimal Martingale Measure for
Investors with Exponential Utility Function, 2005
[Sen] Ken Sennewald, Klaus Wälde, Itô 's Lemma and the
Bellman Equation for Poisson Processes: An Applied View, 2006
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