VALUATION OF EMPLOYEE RELOAD OPTIONS USING UTILITY MAXIMIZATION APPROACH

DOI10.1142/S0219024905003189zbMATH Open1102.91051OpenAlexW2008595280WikidataQ60148462 ScholiaQ60148462MaRDI QIDQ5696299FDOQ5696299

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

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

zbMATH Keywords

compensation incentivesdead-weight lossreload provision

Mathematics Subject Classification ID

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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