ACCOUNTING FOR RISK AVERSION, VESTING, JOB TERMINATION RISK AND MULTIPLE EXERCISES IN VALUATION OF EMPLOYEE STOCK OPTIONS
| Year of publication: |
2009
|
|---|---|
| Authors: | Leung, Tim ; Sircar, Ronnie |
| Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 19.2009, 1, p. 99-128
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| Publisher: |
Wiley Blackwell |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005023806