Backdating executive stock options -- an ex ante valuation
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Publication:647664
DOI10.1016/j.jedc.2011.04.014zbMath1282.91327MaRDI QIDQ647664
Snorre Lindset, Hans Marius Eikseth
Publication date: 24 November 2011
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2011.04.014
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
91G20: Derivative securities (option pricing, hedging, etc.)
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Cites Work
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- Pricing executive stock options under employment shocks
- A general framework for evaluating executive stock options
- Pricing of path-dependent American options by Monte Carlo simulation
- Risk aversion and block exercise of executive stock options
- Stochastic differential equations. An introduction with applications.