Valuing employee reload options under the time vesting requirement

DOI10.1080/14697680400014336MaRDI QIDQ5697337zbMATH OpenOpenAlexWikidataFDO

Authors Min Dai, Yue Kuen Kwok

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

Mathematics Subject Classification ID

Recommendations

• VALUATION OF EMPLOYEE RELOAD OPTIONS USING UTILITY MAXIMIZATION APPROACH
• Valuing reload options
• Pricing of a reload employee stock option under severance risk
• Optimal multiple stopping models of reload options and shout options
• Infinite reload options: pricing and analysis

Cites work

• Option pricing: A simplified approach

Cited in

(7)

• VALUATION OF EMPLOYEE RELOAD OPTIONS USING UTILITY MAXIMIZATION APPROACH
• Infinite reload options: pricing and analysis
• On the valuation of non-transferable employee share option plans
• Pricing of a reload employee stock option under severance risk
• Valuing reload options
• Optimal multiple stopping models of reload options and shout options
• ACCOUNTING FOR RISK AVERSION, VESTING, JOB TERMINATION RISK AND MULTIPLE EXERCISES IN VALUATION OF EMPLOYEE STOCK OPTIONS

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