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ACCOUNTING FOR RISK AVERSION, VESTING, JOB TERMINATION RISK AND MULTIPLE EXERCISES IN VALUATION OF EMPLOYEE STOCK OPTIONS

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1996The influence of risk diversification on the early exercise of employee stock options by executive officers

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2011Getting Real with Real Options: A Utility–Based Approach for Finite–Time Investment in Incomplete Markets28 cited
2012American step-up and step-down default swaps under Lévy models26 cited
2015An optimal multiple stopping approach to infrastructure investment decisions24 cited
2015AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING23 cited
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