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Using Markov Chains to Estimate Losses from a Portfolio of Mortgages.
Betancourt, Luis, (1999)
FINANCIAL REPORTING-TAX - Options and the Deferred Tax Bite - There's more to handling employee stock options than selecting a valuation method. FASB Statement no. 123(R) has tax accounting implications as well. This article explains how to handle them.
Nichols, Nancy, (2006)
Financial Reporting - HOW TO "EXCEL" AT OPTIONS VALUATION - Public companies can choose any model to calculate the fair value of employee stock options as long as it meets certain requirements. But a lattice model works better for some companies. Learn how to build one in Excel. For CPAs who prepare, analyze or audit options valuations.
Baril, Charles P., (2005)