A reduced form model for ESO valuation. Modelling the effects of employee departure and takeovers on the value of employee share options (Q1880265)
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scientific article; zbMATH DE number 2101620
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| English | A reduced form model for ESO valuation. Modelling the effects of employee departure and takeovers on the value of employee share options |
scientific article; zbMATH DE number 2101620 |
Statements
A reduced form model for ESO valuation. Modelling the effects of employee departure and takeovers on the value of employee share options (English)
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22 September 2004
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Cox process
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Employee departure
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Employee share option
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Performance linked options
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Takeover provisions
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0.8135625123977661
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0.7898592948913574
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0.7870262265205383
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0.7844628691673279
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0.7786921262741089
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