Valuing executive stock options with endogenous departure

Author:

Cuny Charles J.,Jorion Philippe

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance,Accounting

Reference13 articles.

1. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973

2. Executive compensation, management turnover, and firm performance: An empirical investigation;Coughlan;Journal of Accounting and Economics,1985

3. Option pricing: A simplified approach;Cox;Journal of Financial Economics,1979

4. Aggregate accounting earnings can explain most of security returns — The case of long return intervals;Easton;Journal of Accounting and Economics,1992

5. Proposed statement of financial accounting standards: Accounting for stock-based compensation;Financial Accounting Standards Board,1993

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1. Continuous Exercise of Executive Stock Options with Heterogeneous Characteristics;SSRN Electronic Journal;2024

2. Stock Based Employee Compensation;Economic Losses and Mitigation after an Employment Termination;2022

3. The values and incentive effects of options on the maximum or the minimum of the stock prices and market index;The North American Journal of Economics and Finance;2021-01

4. Valuing executive stock options under correlated employment shocks;Finance Research Letters;2018-12

5. Executive turnover and the valuation of stock options;Journal of Corporate Finance;2018-02

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