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Valuing Employee Stock Options...
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Option pricing theory
44
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Grbac, Zorana
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
9
International journal of theoretical and applied finance
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Computational Management Science : CMS
7
Quantitative finance
5
Trends in mathematical economics : dialogues between Southern Europe and Latin America
3
Journal of accounting & economics
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Agricultural finance review
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Economic dynamics and sustainable development ; Part 1
1
Economic dynamics and sustainable development ; Part 2
1
Economic modelling
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International journal of production economics
1
Mathematics in business management : [International Conference on Mathematics in Engineering and Business Management during 9 - 10 March 2012, Chennai, India]
1
Review of accounting studies
1
The European journal of finance
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ECONIS (ZBW)
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1
Volatility analysis of Shanghai composite index and financial crises
Sheraz, Muhammad
;
Breda, Vasile
-
2016
Persistent link: https://www.econbiz.de/10013164574
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2
Expansion formulas for European quanto options in a local volatility FX-LIBOR model
Hok, Julien
;
Ngare, Philip
;
Papapantoleon, Antonis
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011854564
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3
Computing Greeks for Lévy models : the fourier transform approach
Olivera, Federico de
;
Mordecki, Ernesto
- In:
Trends in mathematical economics : dialogues between …
,
(pp. 99-121)
.
2016
Persistent link: https://www.econbiz.de/10011800675
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4
Volatility information difference between CDS, options, and the cross section of options returns
Guo, Biao
;
Shi, Yukun
;
Xu, Yaofei
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2025-2036
Persistent link: https://www.econbiz.de/10012313548
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5
Quantification of risk in classical models of finance
Pichler, Alois
;
Schlotter, Ruben
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10012872493
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6
Rank and file employees and the discovery of misreporting : the role of stock options
Call, Andrew C.
;
Kedia, Simi
;
Rajgopal, Shivaram
- In:
Journal of accounting & economics
62
(
2016
)
2/3
,
pp. 277-300
Persistent link: https://www.econbiz.de/10011622192
Saved in:
7
Discussion of : rank and file employees and the discovery of misreporting : the role of stock options
Sloan, Richard G.
- In:
Journal of accounting & economics
62
(
2016
)
2/3
,
pp. 301-304
Persistent link: https://www.econbiz.de/10011622193
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8
An analysis of net-outcome contracting with applications to equity-based compensation
Hofmann, Christian
;
Huddart, Steven J.
;
Pfeiffer, Thomas
- In:
Review of accounting studies
28
(
2023
)
3
,
pp. 1657-1689
Persistent link: https://www.econbiz.de/10014383868
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9
On the relevance of employee stock option behavioral models
Bahaji, Hamza
;
Casta, Jean-François
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 85-101)
.
2023
Persistent link: https://www.econbiz.de/10014282548
Saved in:
10
Upper and lower bounds for convex value functions of derivative contracts
Ben-Ameur, Hatem
;
Frutos, Javier de
;
Fakhfakh, Tarek
; …
- In:
Economic modelling
34
(
2013
),
pp. 69-75
Persistent link: https://www.econbiz.de/10010360612
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