Managerial Ability and the Valuation of Executive Stock Options
|Year of publication:||
|Other Persons:||Don Chance (contributor) ; Junfang Yu (contributor) ; Ji-Chai Lin (contributor) ; Clifford Stephens (contributor) ; Jimmy Hilliard (contributor) ; R. Carter Hill (contributor)|
|Subject:||Finance (Business Administration)|
|Type of publication:||Other|
Song, Kyojik, (2003)
Three Essays in Option Pricing: 1. Volatilities Implied by Price Changes in the S&P 500 Options and Futures Contracts 2. Price Changes in the S&P 500 Options and Futures Contracts: A Regression Analysis 3. Hedging Price Changes in the S&P 500 Options and Futures Contracts: The Effect of Different Measures of Implied Volatility
Hilliard, Jitka, (2008)
Yang, Hsiao-Fen, (2007)
- More ...
Alternative investments - Pricing options on film revenue - This article illustrates two models for cumulative revenues from films, and how these models can be used to price options. The authors find that while both models lead to option prices that accurately reflect discounted future option payouts, the gamma process model is easier to implement.
Chance, Don, (2009)
Lei, Yung-Chou, (2005)
Lee, Ming-Long, (2002)
- More ...