Valuing employee stock options (ESOs) for stock price which considers the existence of dividend payments and non-constant interest rates using lattice method-Reference-Cited by-同舟云学术

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Valuing employee stock options (ESOs) for stock price which considers the existence of dividend payments and non-constant interest rates using lattice method

Published:2022 Issue: Volume: Page:
ISSN:0094-243X
Container-title:10TH INTERNATIONAL CONFERENCE ON APPLIED SCIENCE AND TECHNOLOGY
language:
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Author:

Wiratmadja Raden Gemalla Rachma Dewi,Chendra Erwinna,Chin Liem,Sukmana Agus

Publisher

AIP Publishing

Link

http://aip.scitation.org/doi/pdf/10.1063/5.0104454

Reference7 articles.

1. M. Ammann and R. Seiz. Valuing employee stock options: Does the model matter? Financial Analysts Journal, 60, 24-35. 63, (2004).

2. An improved of Hull–White model for valuing Employee Stock Options (ESOs)

3. The Bino-Trinomial Tree: A Simple Model for Efficient and Accurate Option Pricing

4. The adaptive mesh model: a new approach to efficient option pricing

5. How to Value Employee Stock Options

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