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Employee Stock Options: Much More Valuable Than You Thought

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Author Info
Jens Carsten Jackwerth
James Hodder

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File URL: http://www2.warwick.ac.uk/fac/soc/wbs/research/wfri/rsrchcentres/ferc/wrkingpaprseries/fwp05-09.pdf
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Paper provided by Warwick Business School, Financial Econometrics Research Centre in its series Working Papers with number wp05-09.

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Date of creation: 2005
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Handle: RePEc:wbs:wpaper:wp05-09

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  1. Mark Rubinstein, 1976. "The Valuation of Uncertain Income Streams and the Pricing of Options," Bell Journal of Economics, The RAND Corporation, vol. 7(2), pages 407-425, Autumn. [Downloadable!] (restricted)
  2. Jens Carsten Jackwerth & James E. Hodder, 2005. "Incentive Contracts and Hedge Fund Management," CoFE Discussion Paper 05-02, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
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  3. Carpenter, Jennifer N., 1998. "The exercise and valuation of executive stock options1," Journal of Financial Economics, Elsevier, vol. 48(2), pages 127-158, May. [Downloadable!] (restricted)
  4. Merton, Robert C, 1969. "Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case," The Review of Economics and Statistics, MIT Press, vol. 51(3), pages 247-57, August. [Downloadable!] (restricted)
  5. Huddart, Steven, 1994. "Employee stock options," Journal of Accounting and Economics, Elsevier, vol. 18(2), pages 207-231, September. [Downloadable!] (restricted)
  6. Detemple, Jerome & Sundaresan, Suresh, 1999. "Nontraded Asset Valuation with Portfolio Constraints: A Binomial Approach," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 12(4), pages 835-72.
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