Valuation of a Repriceable Executive Stock Option
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Volume (Year): 17 (2010)
Issue (Month): 1 (March)
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- Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-54, May-June.
- Motokazu Ishizaka & Koichiro Takaoka, 2003. "On the Pricing of Defaultable Bonds Using the Framework of Barrier Options," Asia-Pacific Financial Markets, Springer, vol. 10(2), pages 151-162, September.
- Johnson, Shane A. & Tian, Yisong S., 2000. "The value and incentive effects of nontraditional executive stock option plans," Journal of Financial Economics, Elsevier, vol. 57(1), pages 3-34, July.
- Aigbe Akhigbe & Jeff Madura & Alan L. Tucker, 1996. "Market-Controlled Stock Options: A New Approach To Executive Compensation," Journal of Applied Corporate Finance, Morgan Stanley, vol. 9(1), pages 93-98.
- Kenji Kamizono & Takeaki Kariya & Regina Liu & Teruo Nakatsuma, 2004. "A New Control Variate Estimator for an Asian Option," Asia-Pacific Financial Markets, Springer, vol. 11(2), pages 143-160, June.
- Johnson, Shane A. & Tian, Yisong S., 2000. "Indexed executive stock options," Journal of Financial Economics, Elsevier, vol. 57(1), pages 35-64, July.
- Geske, Robert, 1979. "The valuation of compound options," Journal of Financial Economics, Elsevier, vol. 7(1), pages 63-81, March.
- Kemna, A. G. Z. & Vorst, A. C. F., 1990. "A pricing method for options based on average asset values," Journal of Banking & Finance, Elsevier, vol. 14(1), pages 113-129, March.
- Sandra Renfro Callaghan & P. Jane Saly & Chandra Subramaniam, 2004. "The Timing of Option Repricing," Journal of Finance, American Finance Association, vol. 59(4), pages 1651-1676, 08.
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