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The value and incentive effects of nontraditional executive stock option plans
Johnson, Shane A.; Tian, Yisong Sam - In: Journal of financial economics 57 (2000) 1, pp. 3-34
Persistent link: https://www.econbiz.de/10001486810
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Indexed executive stock options
Johnson, Shane A.; Tian, Yisong Sam - In: Journal of financial economics 57 (2000) 1, pp. 35-64
Persistent link: https://www.econbiz.de/10001486811
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Ironing out the kinks in executive compensation : linking incentive pay to average stock prices
Tian, Yisong Sam - In: Journal of banking & finance 37 (2013) 2, pp. 415-432
Persistent link: https://www.econbiz.de/10009705644
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Extracting risk-neutral density and its moments from American option prices
Tian, Yisong Sam - In: The journal of derivatives : the official publication … 18 (2011) 3, pp. 17-34
Persistent link: https://www.econbiz.de/10008986624
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Implied binomial trees with cubic spline smoothing
Tian, Yisong Sam - In: The journal of derivatives : the official publication … 22 (2015) 3, pp. 40-55
Persistent link: https://www.econbiz.de/10011399677
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The binomial option pricing model : the trouble with dividends
Tian, Yisong Sam - In: International journal of financial engineering 10 (2023) 4, pp. 1-31
Persistent link: https://www.econbiz.de/10014444726
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Pricing complex barrier options under general diffusion processes
Tian, Yisong Sam - In: The journal of derivatives : the official publication … 7 (2000) 2, pp. 11-30
Persistent link: https://www.econbiz.de/10001497762
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Pricing lookback and barrier options under the CEV process
Boyle, Phelim P.; Tian, Yisong Sam - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 2, pp. 241-264
Persistent link: https://www.econbiz.de/10001436318
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A flexible binomial option pricing model
Tian, Yisong Sam - In: The journal of futures markets 19 (1999) 7, pp. 817-843
Persistent link: https://www.econbiz.de/10001443363
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An explicit finite difference approach to the pricing of barrier options
Boyle, Phelim P. - In: Applied mathematical finance 5 (1998) 1, pp. 17-43
Persistent link: https://www.econbiz.de/10001238444