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Valuing Employee Stock Options...
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Option pricing theory
81
Optionspreistheorie
81
Aktienoption
51
Stock option
51
Theorie
38
Theory
38
Führungskräfte
31
Managers
31
USA
31
United States
31
Volatility
28
Volatilität
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21
Option trading
21
Optionsgeschäft
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Performance pay
21
Stochastic process
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Stochastischer Prozess
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Leistungsanreiz
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Lohn
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Wages
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Jacobs, Kris
5
Bakshi, Gurdip S.
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Christoffersen, Peter F.
4
Ornthanalai, Chayawat
4
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3
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3
Lemmon, Michael L.
3
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3
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3
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2
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2
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2
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2
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1
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Journal of financial economics
MPRA Paper
772
IZA Discussion Papers
515
International journal of theoretical and applied finance
498
NBER Working Papers
476
CEPR Discussion Papers
349
The journal of futures markets
289
Mathematical finance : an international journal of mathematics, statistics and financial theory
281
Discussion paper series / IZA
279
IZA Discussion Paper
278
Working Paper
278
The journal of computational finance
263
Applied mathematical finance
258
Journal of banking & finance
246
Economics Papers from University Paris Dauphine
244
Journal of Banking & Finance
241
Finance and stochastics
229
CESifo Working Paper
228
The journal of derivatives : the official publication of the International Association of Financial Engineers
228
Research paper series / Swiss Finance Institute
227
Quantitative finance
202
ECB Working Paper
199
Review of derivatives research
180
CESifo working papers
175
CESifo Working Paper Series
160
NBER working paper series
153
Discussion paper / Tinbergen Institute
148
Finance
147
Journal of Corporate Finance
146
Swiss Finance Institute Research Paper
146
Tinbergen Institute Discussion Paper
144
Journal of Financial Economics
142
Journal of economic dynamics & control
141
IMF Working Paper
140
Insurance / Mathematics & economics
140
Finance research letters
135
European journal of operational research : EJOR
133
Tinbergen Institute Discussion Papers
131
ZEW Discussion Papers
130
Journal of Entrepreneurial Finance
125
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ECONIS (ZBW)
121
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1
Realizing smiles : options pricing with relized volatility
Corsi, Fulvio
;
Fusari, Nicola
;
La Vecchia, Davide
- In:
Journal of financial economics
107
(
2013
)
2
,
pp. 284-304
Persistent link: https://www.econbiz.de/10009719740
Saved in:
2
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
- In:
Journal of financial economics
64
(
2002
)
3
,
pp. 341-372
Persistent link: https://www.econbiz.de/10001687813
Saved in:
3
Hedging options
Chen, Nai-fu
;
Johnson, Herb
- In:
Journal of financial economics
14
(
1985
)
2
,
pp. 317-321
Persistent link: https://www.econbiz.de/10001999356
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4
Capital structure effects on the prices of equity call options
Geske, Robert Leonard
;
Subrahmanyam, Avanidhar
;
Zhou, Yi
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 231-253
Persistent link: https://www.econbiz.de/10011590712
Saved in:
5
Does backdating explain the stock price pattern around executive stock option grants?
Heron, Randall A.
;
Lie, Erik
- In:
Journal of financial economics
83
(
2007
)
2
,
pp. 271-295
Persistent link: https://www.econbiz.de/10003425428
Saved in:
6
Optimal exercise of executive stock options and implications for firm cost
Carpenter, Jennifer N.
;
Stanton, Richard
;
Wallace, Nancy E.
- In:
Journal of financial economics
98
(
2010
)
2
,
pp. 315-337
Persistent link: https://www.econbiz.de/10008826326
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7
Are banks happy when managers go long? : the information content of managers' vested option holdings for loan pricing
Dezsö, Cristian L.
;
Ross, David Gaddis
- In:
Journal of financial economics
106
(
2012
)
2
,
pp. 395-410
Persistent link: https://www.econbiz.de/10009666527
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8
Is there price discovery in equity options?
Muravyev, Dmitriy
;
Pearson, Neil D.
;
Broussard, John Paul
- In:
Journal of financial economics
107
(
2013
)
2
,
pp. 259-283
Persistent link: https://www.econbiz.de/10009719741
Saved in:
9
Stocking up : executive optimism, option exercise, and share retention
Sen, Rik
;
Tumarkin, Robert
- In:
Journal of financial economics
118
(
2015
)
2
,
pp. 399-430
Persistent link: https://www.econbiz.de/10011480523
Saved in:
10
An examination of executive stock option repricing
Carter, Mary Ellen
;
Lynch, Luann J.
- In:
Journal of financial economics
61
(
2001
)
2
,
pp. 207-225
Persistent link: https://www.econbiz.de/10001592638
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