Backdating executive stock options -- an ex ante valuation

DOI10.1016/j.jedc.2011.04.014zbMath1282.91327OpenAlexW2006712143MaRDI QIDQ647664

Snorre Lindset, Hans Marius Eikseth

Publication date: 24 November 2011

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2011.04.014

zbMATH Keywords

backdating of executive stock optionsexotic lookback optionsSOX

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (1)

THE VALUE OF BEING LUCKY: OPTION BACKDATING AND NONDIVERSIFIABLE RISK

Cites Work

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• Pricing executive stock options under employment shocks
• A general framework for evaluating executive stock options
• Pricing of path-dependent American options by Monte Carlo simulation
• Risk aversion and block exercise of executive stock options
• Stochastic differential equations. An introduction with applications.

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