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Analytic Pricing of Employee Stock Options
16 references·2 citing·35 second hop
Analytic Pricing of Employee Stock Options (2004)Analytic Pricing of Employee Stock OptionsExecutive compensation (2008)Executive compensationBrownian Motion and Stochastic Calculus (2007)Brownian Motion and Stochasti…Stock options for undiversified executives (2002)Stock options for undiversifi…CEO compensation, diversification, and incentives (2002)CEO compensation, diversifica…Altering the terms of executive stock options (2000)Altering the terms of executi…Modeling Term Structures of Defaultable Bonds (1999)Modeling Term Structures of D…Chapter 38 Executive compensation (1999)Chapter 38 Executive compensa…The exercise and valuation of executive stock options (1998)The exercise and valuation of…Arbitrage Theory in Continuous Time (1998)Arbitrage Theory in Continuou…Employee stock option exercises an empirical analysis (1996)Employee stock option exercis…Employee stock options (1994)Employee stock optionsPortfolio Considerations in Valuing Executive Compensation (1991)Portfolio Considerations in V…Brownian motion and stochastic calculus (1991)Brownian motion and stochasti…Performance Pay and Top-Management Incentives (1990)Performance Pay and Top-Manag…Option pricing: A simplified approach (1979)Option pricing: A simplified …The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Estimation of Employee Stock Option Exercise Rates and Firm Cost (2012)Estimation of Employee Stock …American GARCH employee stock option valuation (2009)American GARCH employee stock…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Theory of the Term Structure of Interest Rates (1985)On modelling and pricing weather derivatives (2002)A numerical scheme for BSDEs (2004)Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality (2005)A Theory of Social Comparison Processes (1954)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Equity Incentives and Earnings Management (2005)Does it really pay to be green? Determinants and consequences of proactive environmental strategies (2010)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)Theory of Rational Option Pricing (1973)Martingales and stochastic integrals in the theory of continuous trading (1981)Evaluating Natural Resource Investments (1985)Irreversibility, Uncertainty, and Investment (1990)The asymptotic elasticity of utility functions and optimal investment in incomplete markets (1999)Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach (2002)A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data (2003)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Modeling and Forecasting Realized Volatility (2003)Controlled Markov Processes and Viscosity Solutions (2005)The Determinants of Credit Spread Changes (2001)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Default Risk in Equity Returns (2004)CEO Overconfidence and Corporate Investment (2002)Women in the Boardroom and Their Impact on Governance and Performance (2008)CEO Overconfidence and Innovation (2011)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)Higher market valuation of companies with a small board of directors (1996)A Survey of Corporate Governance (1997)The External Control of Organizations. (1978)Income Inequality in the United States, 1913-1998 (2003)Political turnover and economic performance: the incentive role of personnel control in China (2004)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 2007Brownian Motion and Stochastic Calculus7,421 cited
  • 1979Option pricing: A simplified approach6,103 cited
  • 1990Performance Pay and Top-Management Incentives5,080 cited
  • 1999Modeling Term Structures of Defaultable Bonds2,547 cited
  • 2008Executive compensation2,390 cited
  • 1991Brownian motion and stochastic calculus2,089 cited
  • 1999Chapter 38 Executive compensation1,569 cited
  • 1998Arbitrage Theory in Continuous Time1,267 cited
  • 2002Stock options for undiversified executives1,167 cited
  • 1991Portfolio Considerations in Valuing Executive Compensation844 cited
  • 1996Employee stock option exercises an empirical analysis486 cited
  • 1998The exercise and valuation of executive stock options436 cited
  • 2002CEO compensation, diversification, and incentives389 cited
  • 1994Employee stock options353 cited
  • 2000Altering the terms of executive stock options244 cited

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  • 2012Estimation of Employee Stock Option Exercise Rates and Firm Cost19 cited
  • 2009American GARCH employee stock option valuation18 cited