Employee stock option valuation with repricing features

DOI10.1080/14697680701604587zbMath1152.91447OpenAlexW2061895477WikidataQ60148446 ScholiaQ60148446MaRDI QIDQ3539542

Kwai Sun Leung, Yue Kuen Kwok

Publication date: 18 November 2008

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697680701604587

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Related Items (2)

Parisian exchange options ⋮ THE OPTIMAL EXECUTION STRATEGY OF EMPLOYEE STOCK OPTIONS

Cites Work

• The Valuation of Executive Stock Options in an Intensity-Based Framework *
• THE FEYNMAN–KAC FORMULA AND PRICING OCCUPATION TIME DERIVATIVES
• PRICING OF AMERICAN PATH-DEPENDENT CONTINGENT CLAIMS

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