Are we using the wrong letters? An analysis of executive stock option Greeks (Q301203): Difference between revisions
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Property / cites work: Estimation of Dynamic Models with Error Components / rank | |||
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Property / cites work: Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations / rank | |||
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Property / cites work: The Pricing of Options and Corporate Liabilities / 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: A general framework for evaluating executive stock options / rank | |||
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Property / cites work: ACCOUNTING FOR RISK AVERSION, VESTING, JOB TERMINATION RISK AND MULTIPLE EXERCISES IN VALUATION OF EMPLOYEE STOCK OPTIONS / rank | |||
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Latest revision as of 05:47, 12 July 2024
scientific article
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English | Are we using the wrong letters? An analysis of executive stock option Greeks |
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Are we using the wrong letters? An analysis of executive stock option Greeks (English)
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30 June 2016
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executive stock options
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delta
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vega
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risk-taking
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stock return
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volatility
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