Option values and endogenous uncertainty in ESOPs, MBOs and asset-backed loans

DOI10.1016/0165-1765(94)00564-IzbMath0900.90019OpenAlexW2571331549MaRDI QIDQ672927

Dimitrios P. Tsomocos, Graciela Chichilnisky, Geoffrey Heal

Publication date: 28 February 1997

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(94)00564-i

zbMATH Keywords

Employee stock option planEndogenous uncertaintyOption values

Mathematics Subject Classification ID

Related Items (2)

A time series analysis of financial fragility in the UK banking system ⋮ Markets with endogenous uncertainty theory and policy

Cites Work

• The Pricing of Options and Corporate Liabilities
• On the structure and diversity of rational beliefs
• On the Stability of a Pure Exchange Equiliblium
• Unnamed Item

This page was built for publication: Option values and endogenous uncertainty in ESOPs, MBOs and asset-backed loans