Backdating executive stock options -- an ex ante valuation

DOI10.1016/J.JEDC.2011.04.014zbMATH Open1282.91327OpenAlexW2006712143MaRDI QIDQ647664FDOQ647664

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

Recommendations

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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)

Cites Work

• Title not available (Why is that?)
• Stochastic differential equations. An introduction with applications.
• A general framework for evaluating executive stock options
• Pricing executive stock options under employment shocks
• Risk aversion and block exercise of executive stock options
• Pricing of path-dependent American options by Monte Carlo simulation

Cited In (2)

• THE VALUE OF BEING LUCKY: OPTION BACKDATING AND NONDIVERSIFIABLE RISK
• Valuation of a repriceable executive stock option

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