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A matrix-based lattice model to value employee stock options

Bajaj, Mukesh; Mazumdar, Sumon C.; Surana, Rahul; Unni, … - In: The journal of derivatives : the official publication … 14 (2006) 1, pp. 9-26

Persistent link: https://www.econbiz.de/10003379099

Using auctions to price employee stock options : the case of Zions bancorporation ESOARS

Mazumdar, Sumon C.; Nanda, Vikram; Surana, Rahul - In: Financial analysts' journal : FAJ 65 (2009) 6, pp. 79-99

Persistent link: https://www.econbiz.de/10003924485

Using Auctions to Price Employee Stock Options : The Case of Zions Bancorporation ESOARS

Mazumdar, Sumon C. - 2009

The first empirical analysis of Zions Bancorporation's 2006 and 2007 auctions of Employee Stock Option Appreciation Rights Securities (ESOARS), this study examined (1) the impact of auction rules on bidding strategies and allocations, (2) the efficiency of the auction clearing prices, and (3)...

Persistent link: https://www.econbiz.de/10013153126

Biotech asset valuation methods : a practitioner's guide

Chandra, Amitabh; Mazumdar, Sumon C. - In: Journal of investment management : JOIM 22 (2024) 1, pp. 36-57

Persistent link: https://www.econbiz.de/10014546332

Pricing foreign equity options under Lévy processes

Huang, Shian-Chang; Hung, Mao-Wei - In: The journal of futures markets 25 (2005) 10, pp. 917-944

Persistent link: https://www.econbiz.de/10003185552

Valuation of vulnerable American options with correlated credit risk

Chang, Lung-fu; Hung, Mao-Wei - In: Review of derivatives research 9 (2006) 2, pp. 137-165

Persistent link: https://www.econbiz.de/10003608132

Pricing American options on foreign currency with stochastic volatility, jumps, and stochastic interest rates

Guo, Jia-hau; Hung, Mao-Wei - In: The journal of futures markets 27 (2007) 9, pp. 867-891

Persistent link: https://www.econbiz.de/10003518525

A generalization of Rubinstein's "pay now, choose later"

Guo, Jia-hau; Hung, Mao-Wei - In: The journal of futures markets 28 (2008) 5, pp. 488-515

Persistent link: https://www.econbiz.de/10003699777

Pricing vulnerable options in incomplete markets

Hung, Mao-Wei; Liu, Yu-Hong - In: The journal of futures markets 25 (2005) 2, pp. 135-170

Persistent link: https://www.econbiz.de/10002535444

A generalization of the Barone-Adesi and Whaley approach for the analytic approximation of American options

Guo, Jia-hau; Hung, Mao-Wei; So, Leh-chyan - In: The journal of futures markets 29 (2009) 5, pp. 478-493

Persistent link: https://www.econbiz.de/10003827779