An improved of Hull–White model for valuing Employee Stock Options (ESOs)
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Link
http://link.springer.com/content/pdf/10.1007/s11156-019-00802-x.pdf
Reference17 articles.
1. Ammann M, Seiz R (2004) Valuing employee stock options: does the model matter? Financ Anal J 60(5):21–37
2. Brickley J, Bhagat S, Lease R (1985) The impact of long-range managerial compensation plans on shareholder wealth. J Account Econ 7:115–129
3. Brisley N, Anderson CK (2008) Employee stock option valuation with an early exercise boundary. Financ Anal J 64(5):88–100
4. Carpenter JN (1998) The exercise and valuation of executive stock options. J Financ Econ 48:127–158
5. Cox J, Ross S, Rubinstein M (1979) Option pricing: a simplified approach. J Financ Econ 7:229–264
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Valuing employee stock options (ESOs) for stock price which considers the existence of dividend payments and non-constant interest rates using lattice method;10TH INTERNATIONAL CONFERENCE ON APPLIED SCIENCE AND TECHNOLOGY;2022
2. Executive Compensation and Company Valuation;Abacus;2020-07-23
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