✦ LIBER ✦

Valuing executive stock options: performance hurdles, early exercise and stochastic volatility

✍ Scribed by Philip Brown; Alex Szimayer

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Executive Stock Options: Early Exercise

✍ NEIL BRISLEY 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 294 KB

Put-call parities and the value of early

✍ De Roon, Frans; Veld, Chris 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 433 KB 👁 1 views

Still other put-call parities can be derived if it is assumed, for instance, that discrete dividend payments are made.