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The Valuation of Executive Stock Options in an Intensity-Based Framework

✍ Scribed by Carr, P.; Linetsky, V.

Book ID
121673051
Publisher
Oxford University Press
Year
2000
Tongue
English
Weight
187 KB
Volume
4
Category
Article
ISSN
1572-3097

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πŸ“œ SIMILAR VOLUMES

An expanded model for the valuation of e
An expanded model for the valuation of employee stock options
✍ Feng-Yu Liao; Yuh-Dauh Lyuu πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 437 KB πŸ‘ 1 views

## Abstract The unique characteristics of employee stock options make straightforward applications of traditional option pricing models questionable. This study extends the standard pricing model to account for the dilution effect, the employees' exercise pattern, and the state‐dependent employee f