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Valuing employee stock options using the CRR binomial model
Chen, Jim; Chen, Anthony W. - In: Journal of international business and economics : JIBE 13 (2013) 3, pp. 43-50
Persistent link: https://www.econbiz.de/10010236528
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Valuing employee stock options using the CRR binomial model
Chen, Jim; Change, Anthony - In: Journal of international business and economics : JIBE 12 (2012) 4, pp. 70-76
Persistent link: https://www.econbiz.de/10009787231
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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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Explicit approximations of multi-asset option prices including Greeks
Börger, Reik H. - In: International Journal of Portfolio Analysis and Management 1 (2014) 4, pp. 314-329
Persistent link: https://www.econbiz.de/10010472815
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Employee stock options accounting: new GAAP standard for enhanced transparency in financial reporting
Madhani, Pankaj M. - In: Enhancing enterprise competitiveness : (strategy, …, (pp. 410-428). 2007
Persistent link: https://www.econbiz.de/10003733407
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Valuing employee stock options
Mun, Johnathan - 2004
Persistent link: https://www.econbiz.de/10002174954
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Zum Hedging europäischer Aktienoptionen bei stochastischen Volatilitäten
Holtrode, Rainer - 2000
Persistent link: https://www.econbiz.de/10001498200
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Zur Angemessenheit von Optionspreisen : Ergebnisse einer empirischen Überprüfung des Black/Scholes-Modells
Pape, Ulrich; Merk, Andreas - 2003
Persistent link: https://www.econbiz.de/10001901772
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MaMaMoMaMa : BTC Options
Madan, Dilip B. - 2018
In this paper, we investigate the behavior of the bitcoin (BTC) price through the vanilla options available on the market. We calibrate a series of Markov models on the option surface. In particular, we consider the Black-Scholes model, Laplace model, five Variance Gamma related models and the...
Persistent link: https://www.econbiz.de/10012911038
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Valuing stock options when prices are subject to a lower boundary : a correction
Hertrich, Markus; Veestraeten, Dirk - In: The journal of futures markets 33 (2013) 9, pp. 889-890
Persistent link: https://www.econbiz.de/10009779058