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Modifying the Black-Scholes-Merton model to calculate the cost of employee stock options
Finnerty, John D. - In: Managerial finance 40 (2014) 1, pp. 2-32
Persistent link: https://www.econbiz.de/10010252122
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Modifying the Black-Scholes-Merton model to calculate the cost of employee stock options
D. Finnerty, John - In: Managerial Finance 40 (2014) 1, pp. 2-32
Purpose – More than 80 percent of S&P 500 firms that issue ESOs use the Black-Scholes-Merton (BSM) model and substitute … overprices ESOs, which worsens as the stock's volatility increases. The purpose of this paper is to present a modification of the … grants and 1.31 billion ESOs to calculate the exercise and forfeiture parameters and value ESOs for nine firms. Findings …
Persistent link: https://www.econbiz.de/10014941948
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Railcar Auctions for Grain Shipments: A Strategic Analysis
Wilson, William W.; Dahl, Bruce L. - In: Journal of Agricultural & Food Industrial Organization 3 (2005) 2
Many of the North American railroads have introduced differentiated services for grain shipments in the past decade. Most interesting have been innovations in guaranteed railcar service which have evolved since their inception. In most cases, pricing and allocation of these services have used...
Persistent link: https://www.econbiz.de/10014601246
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Using options to measure the full value-effect of an event : application to Obamacare
Borochin, Paul; Golec, Joseph - In: Journal of financial economics 120 (2016) 1, pp. 169-193
Persistent link: https://www.econbiz.de/10011590075
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BIDDING ON RAILCARS FOR GRAIN: A STRATEGIC ANALYSIS
WILSON, William W.; DAHL, Bruce L. - 1997
Many of the U.S. railroads have introduced highly differentiated services for grain shipments in recent years, generally in the area of forward guaranteed car service. Taken together with other alternatives, these mechanisms have had the effect of establishing priority allocations among...
Persistent link: https://www.econbiz.de/10005260425
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IMPLEMENTATION OF MONTE CARLO METHOD IN OPTION VALUATION USING STATISTICAL PROGRAMMING LANGUAGE R
Vasylchenko I. - In: Вісник Киiвського … (2011) 3, pp. 43-46
Автором детально рассмотрено теорию метода Монте Карло и проведено еепрактическую реализацию средствами статистического программного языка R для европейских...
Persistent link: https://www.econbiz.de/10011234439
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BIDDING ON RAILCARS FOR GRAIN: A STRATEGIC ANALYSIS
Wilson, William W.; Dahl, Bruce L. - Department of Agribusiness and Applied Economics, North … - 1997
Many of the U.S. railroads have introduced highly differentiated services for grain shipments in recent years, generally in the area of forward guaranteed car service. Taken together with other alternatives, these mechanisms have had the effect of establishing priority allocations among...
Persistent link: https://www.econbiz.de/10005806273
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Future of investments evaluation
Stehlík, Antonín - In: Politická ekonomie 2005 (2005) 5, pp. 675-686
materialized through different possibilities, described as real options. It is possible to evaluate the price of real option by … end of this article. Real options is at modern approach to capital budgeting. …
Persistent link: https://www.econbiz.de/10005036686
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Railcar Auctions for Grain Shipments: A Strategic Analysis
Wilson, William; Dahl, Bruce - In: Journal of Agricultural & Food Industrial Organization 3 (2007) 2, pp. 1047-1047
Many of the North American railroads have introduced differentiated services for grain shipments in the past decade. Most interesting have been innovations in guaranteed railcar service which have evolved since their inception. In most cases, pricing and allocation of these services have used...
Persistent link: https://www.econbiz.de/10005579462
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Anchoring bias in the TARP warrant negotiations
Wilson, Linus - In: Journal of Economics and Business 64 (2012) 1, pp. 63-76
This paper finds that banks that offered lower opening bids were rewarded with significantly lower warrant repurchase prices in transactions that raised $2.856 billion in 2009. These results were scaled by third-party consultants’ and the Congressional Oversight Panel's estimates of the...
Persistent link: https://www.econbiz.de/10010599712