An improved of Hull-White model for valuing Employee stock options (ESOs)
Year of publication: |
2020
|
---|---|
Authors: | Chendra, Erwinna ; Sidarto, Kuntjoro Adji |
Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 54.2020, 2, p. 651-669
|
Subject: | Employee stock option | Hull-White ESO model | Moving psychological barriers | Aktienoption | Stock option | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model |
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