Backdating executive stock options -- an ex ante valuation

DOI10.1016/J.JEDC.2011.04.014MaRDI QIDQ647664zbMATH OpenOpenAlexFDO

Authors Hans Marius Eikseth, Snorre Lindset

Publication date 24 November 2011

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jedc.2011.04.014

zbMATH Keywords

backdating of executive stock optionsexotic lookback optionsSOX

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

• scientific article; zbMATH DE number 1999206 (Why is no real title available?)
• A general framework for evaluating executive stock options
• Pricing executive stock options under employment shocks
• 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.

Cited in

(2)

• Valuation of a repriceable executive stock option
• The value of being lucky: option backdating and nondiversifiable risk

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