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Optimal exercise of executive stock options

Author

Listed:
  • L. Rogers

    ()

  • José Scheinkman

    ()

Abstract

No abstract is available for this item.

Suggested Citation

  • L. Rogers & José Scheinkman, 2007. "Optimal exercise of executive stock options," Finance and Stochastics, Springer, vol. 11(3), pages 357-372, July.
  • Handle: RePEc:spr:finsto:v:11:y:2007:i:3:p:357-372
    DOI: 10.1007/s00780-007-0041-9
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    File URL: http://hdl.handle.net/10.1007/s00780-007-0041-9
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    References listed on IDEAS

    as
    1. Detemple, Jerome & Sundaresan, Suresh, 1999. "Nontraded Asset Valuation with Portfolio Constraints: A Binomial Approach," Review of Financial Studies, Society for Financial Studies, vol. 12(4), pages 835-872.
    2. Jonathan E. Ingersoll, Jr., 2006. "The Subjective and Objective Evaluation of Incentive Stock Options," The Journal of Business, University of Chicago Press, vol. 79(2), pages 453-488, March.
    3. Carpenter, Jennifer N., 1998. "The exercise and valuation of executive stock options," Journal of Financial Economics, Elsevier, vol. 48(2), pages 127-158, May.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Carpenter, Jennifer N. & Stanton, Richard & Wallace, Nancy, 2010. "Optimal exercise of executive stock options and implications for firm cost," Journal of Financial Economics, Elsevier, vol. 98(2), pages 315-337, November.
    2. Johannes Gerer & Gregor Dorfleitner, 2016. "A Note On Utility Indifference Pricing," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(06), pages 1-17, September.
    3. Kimura, Toshikazu, 2010. "Valuing executive stock options: A quadratic approximation," European Journal of Operational Research, Elsevier, vol. 207(3), pages 1368-1379, December.

    More about this item

    Keywords

    Stock option; Optimal exercise; Constant absolute risk aversion; 60G40; 62P05; G11; C61;

    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis

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