THE VALUATION OF EXECUTIVE STOCK OPTIONS UNDER GARCH MODELS (Q5242841): Difference between revisions
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| Property / cites work: Pricing executive stock options under employment shocks / rank | |||
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| Property / cites work: The Valuation of Executive Stock Options in an Intensity-Based Framework * / rank | |||
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| Property / cites work: Q4794126 / rank | |||
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| Property / cites work: Q4124106 / rank | |||
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| Property / cites work: A general framework for evaluating executive stock options / rank | |||
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| Property / full work available at URL: https://doi.org/10.1017/s0269964817000316 / rank | |||
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| Property / OpenAlex ID: W2744263752 / rank | |||
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Latest revision as of 09:42, 30 July 2024
scientific article; zbMATH DE number 7127735
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE VALUATION OF EXECUTIVE STOCK OPTIONS UNDER GARCH MODELS |
scientific article; zbMATH DE number 7127735 |
Statements
THE VALUATION OF EXECUTIVE STOCK OPTIONS UNDER GARCH MODELS (English)
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7 November 2019
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departure risk
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endogenous departure
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executive stock options
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GARCH models
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