The impact of the market portfolio on the valuation, incentives and optimality of executive stock options

DOI10.1080/14697680500116957zbMath1118.91323OpenAlexW2078038684MaRDI QIDQ5697334

Vicky Henderson

Publication date: 17 October 2005

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697680500116957

Mathematics Subject Classification ID

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Cites Work

• Real options with constant relative risk aversion
• The Valuation of Executive Stock Options in an Intensity-Based Framework *
• Optimal Hedging and Valuation of Nontraded Assets
• VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION
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