Valuation of a Repriceable Executive Stock Option
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance
Link
http://link.springer.com/content/pdf/10.1007/s10690-009-9096-2.pdf
Reference32 articles.
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2. Akahori J. (1995) Some formulae for a new type of path-depandent option. Annals of Applied Probability 5: 383–388
3. Akhigbe A., Madura J., Tucker A. L. (1996) Market-controlled stock options: A new approach to executive compensation. Journal of Applied Corporate Finance 9(1): 93–97
4. Baxter M., Rennie A. (1996) Financial calculus. Cambridge University Press, Cambridge
5. Black F., Scholes M. (1973) The pricing of options and corporate liabilities. Journal of Political Economy 81: 637–654
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