Author:
Detemple Jérôme,Sundaresan Suresh
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Reference15 articles.
1. Arnason S. Jagannathan R. , 1994, “Evaluating Executive Stock Options Using the Binomial Option Pricing Model,” working paper, University of Minnesota.
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4. The exercise and valuation of executive stock options1This article is based on a chapter of my dissertation. I would like to thank my committee members, Sanford Grossman, Bruce Grundy, David Larcker, Robert Litzenberger, and Robert Stambaugh, as well as Yakov Amihud, Pierluigi Balduzzi, Giovanni Barone-Adesi, Edwin Elton, Kose John, Craig Mackinlay, Eli Ofek, Krishna Ramaswamy, Robert Reider, Matthew Richardson, Clifford Smith (the editor), Marti Subrahmanyam, Mark Vargus, David Yermack, and especially Kevin Murphy (the referee) for helpful comments and suggestions.1
5. Optimal consumption and portfolio policies when asset prices follow a diffusion process
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