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Valuing multiple employee stock options issued by the same company
Dennis, Patrick; Rendleman, Richard J. - In: The journal of derivatives : the official publication … 16 (2008/09) 1, pp. 44-69
Persistent link: https://www.econbiz.de/10003771453
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Cross-sectional analysis of risk-neutral skewness
Taylor, Stephen; Yadav, Pradeep; Zhang, Yuanyuan - In: The journal of derivatives : the official publication … 16 (2008/09) 4, pp. 38-52
Persistent link: https://www.econbiz.de/10003862759
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A matrix-based lattice model to value employee stock options
Bajaj, Mukesh; Mazumdar, Sumon C.; Surana, Rahul; Unni, … - In: The journal of derivatives : the official publication … 14 (2006) 1, pp. 9-26
Persistent link: https://www.econbiz.de/10003379099
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Do lead-lag effects affect derivative pricing?
Korn, Olaf; Uhrig-Homburg, Marliese - In: The journal of derivatives : the official publication … 15 (2007) 1, pp. 34-51
Persistent link: https://www.econbiz.de/10003611417
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What we can learn from pricing 139,879 individual stock options
Stentoft, Lars - In: The journal of derivatives : the official publication … 22 (2015) 4, pp. 54-78
Persistent link: https://www.econbiz.de/10011399778
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Executive stock and option valuation in a two state-variable framework
Cai, Jie; Vijh, Anand M. - In: The journal of derivatives : the official publication … 12 (2004) 3, pp. 9-27
Persistent link: https://www.econbiz.de/10002672445
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Enhanced Monte Carlo estimates for American option prices
Broadie, Mark - In: The journal of derivatives : the official publication … 5 (1997) 1, pp. 25-44
Persistent link: https://www.econbiz.de/10001226468
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Monte Carlo estimation of American call options on the maximum of several stocks
Raymar, Steven B. - In: The journal of derivatives : the official publication … 5 (1997) 1, pp. 7-23
Persistent link: https://www.econbiz.de/10001226475
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Options decimalization
Chin, Faith; Garriott, Corey - In: The journal of derivatives : the official publication … 25 (2017) 1, pp. 88-103
Persistent link: https://www.econbiz.de/10011931871
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Quoting multiasset equity options in the presence of errors from estimating correlations
Fengler, Matthias R.; Schwendner, Peter - In: The journal of derivatives : the official publication … 11 (2004) 4, pp. 43-54
Persistent link: https://www.econbiz.de/10002108844