Valuing employee reload options under the time vesting requirement
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Publication:5697337
DOI10.1080/14697680400014336zbMath1118.91318OpenAlexW3122333793WikidataQ60148464 ScholiaQ60148464MaRDI QIDQ5697337
Publication date: 17 October 2005
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680400014336
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Related Items (4)
Optimal multiple stopping models of reload options and shout options ⋮ Pricing of a reload employee stock option under severance risk ⋮ VALUATION OF EMPLOYEE RELOAD OPTIONS USING UTILITY MAXIMIZATION APPROACH ⋮ Infinite reload options: pricing and analysis
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