Now showing items 1-1 of 1

    • Suboptimality of Asian Executive Options 

      Chen, Jit Seng (University of Waterloo, 2011-08-25)
      This thesis applies the concept of cost e ciency to the design of executive compensation. In a classical Black-Scholes framework, we are able to express the cost e cient counterpart of the Asian Executive Option explicitly, ...

      UWSpace

      University of Waterloo Library
      200 University Avenue West
      Waterloo, Ontario, Canada N2L 3G1
      519 888 4883

      All items in UWSpace are protected by copyright, with all rights reserved.

      DSpace software

      Service outages