Call options with concave payoffs: An application to executive stock options
Author:
Affiliation:
1. College of Business Administration; Chonnam National University; Gwangju South Korea
2. College of Business; KAIST; Seoul South Korea
3. School of Management; Kyung Hee University; Seoul South Korea
Funder
National Research Foundation of Korea
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Reference16 articles.
1. Stock return characteristics, skew laws, and the differential pricing of individual equity options;Bakshi;Review of Financial Studies,2003
2. Power options in executive compensation;Bernard;The Journal of Derivatives,2016
3. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973
4. Altering the terms of executive stock options;Brenner;Journal of Financial Economics,2000
5. The exercise and valuation of executive stock options;Carpenter;Journal of Financial Economics,1998
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. Analysis on Hedging and Risk Management of Options and Futures;Highlights in Business, Economics and Management;2023-06-28
2. 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
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