Executive Stock Option Pricing in China Under Stochastic Volatility
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- Chong, Terence Tai Leung & Ding, Yue & Li, Yong, 2015. "Executive Stock Option Pricing in China under Stochastic Volatility," MPRA Paper 63397, University Library of Munich, Germany.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Zhiwei Su & Xingchun Wang, 2019. "Pricing executive stock options with averaging features under the Heston–Nandi GARCH model," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(9), pages 1056-1084, September.
- Wang, Xingchun, 2018. "Valuing executive stock options under correlated employment shocks," Finance Research Letters, Elsevier, vol. 27(C), pages 38-45.
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- G3 - Financial Economics - - Corporate Finance and Governance
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