Optimal stock option schemes for managers
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Business, Management and Accounting
Link
http://link.springer.com/content/pdf/10.1007/s11846-013-0111-7.pdf
Reference40 articles.
1. Anderluh J, Van der Weide H, (2004) Parisian options—the implied barrier concept. In: Bubak M, van Albada GD, Sloot PMA, Dongarra JJ (eds) Computational science—ICCS 2004, lecture notes in computer science. Springer, pp 851–858
2. Barone-Adesi G, Whaley RE (1987) Efficient analytic approximation of American option values. J Financ 42(2):301–320
3. Bettis JC, Bizjak JM, Lemmon ML (2005) Exercise behavior, valuation, and the incentive effects of employee stock options. J Financ Econ 76:445–470
4. Borch K (1962) Equilibrium in a reinsurance market. Econometrica 30:424–444
5. Broadie M, Glasserman P (1997a) Pricing American-style securities using simulation. J Econ Dyn Control 21:1323–1352
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