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Accurate approximation formulas for stock options with discrete dividends
Dai, Tian-Shyr; Lyuu, Yuh-dauh - In: Applied economics letters 16 (2009) 16/18, pp. 1657-1663
Persistent link: https://www.econbiz.de/10003932250
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An expanded model for the valuation of employee stock options
Liao, Feng-yu; Lyuu, Yuh-dauh - In: The journal of futures markets 29 (2009) 8, pp. 713-735
Persistent link: https://www.econbiz.de/10003899232
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A novel state-transition forest : pricing corporate securities with intertemporal exercise policies and corresponding capital structure changes
Liu, Liang-Chih; Dai, Tian-Shyr; Chang, Hao-Han; Zhou, Lei - In: Quantitative finance 22 (2022) 11, pp. 2021-2045
Persistent link: https://www.econbiz.de/10013490918