A matrix-based lattice model to value employee stock options
Mukesh Bajaj, Sumon C. Mazumdar, Rahul Surana and Sanjay Unni
| Year of publication: |
2006
|
|---|---|
| Authors: | Bajaj, Mukesh ; Mazumdar, Sumon C. ; Surana, Rahul ; Unni, Sanjay |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 14.2006, 1, p. 9-26
|
| Subject: | Aktienoption | Stock option | Optionspreistheorie | Option pricing theory | Theorie | Theory | USA | United States | 1988-2004 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003379099