Valuing Employee Stock Options: Does the Model Matter?
Author:
Affiliation:
1. Manuel Ammann is professor of finance at the University of St. Gallen, Switzerland.
2. Ralf Seiz is a research assistant at the University of St. Gallen, Switzerland.
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance,Accounting
Link
https://www.tandfonline.com/doi/pdf/10.2469/faj.v60.n5.2654
Reference16 articles.
1. 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
2. Option pricing: A simplified approach
3. Valuing executive stock options with endogenous departure
4. Nontraded Asset Valuation with Portfolio Constraints: A Binomial Approach
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