VALUATION OF EMPLOYEE RELOAD OPTIONS USING UTILITY MAXIMIZATION APPROACH

DOI10.1142/S0219024905003189MaRDI QIDQ5696299zbMATH OpenOpenAlexWikidataFDO

Authors Ka Wo Lau, Yue Kuen Kwok

Publication date 18 October 2005

Published in International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219024905003189

zbMATH Keywords

compensation incentivesdead-weight lossreload provision

Mathematics Subject Classification ID

Recommendations

• Valuing employee reload options under the time vesting requirement
• Valuing reload options
• Pricing of a reload employee stock option under severance risk
• Optimal multiple stopping models of reload options and shout options
• Utility indifference pricing of ESO with reload terms

Cites work

• The Valuation of Executive Stock Options in an Intensity-Based Framework *
• The impact of the market portfolio on the valuation, incentives and optimality of executive stock options
• Valuing employee reload options under the time vesting requirement

Cited in

(5)

• Utility indifference pricing of ESO with reload terms
• Valuing employee reload options under the time vesting requirement
• Optimal multiple stopping models of reload options and shout options
• Pricing of a reload employee stock option under severance risk
• Valuing reload options

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