American GARCH employee stock option valuation
Year of publication: |
2009
|
---|---|
Authors: | León Valle, Ángel Manuel ; Vaello-Sebastià, Antoni |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 33.2009, 6, p. 1129-1143
|
Subject: | Aktienoption | Stock option | ARCH-Modell | ARCH model |
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