Valuation of Employee Stock Options using the Exercise Multiple Approach and Life Tables
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- Kyng, T. & Konstandatos, O. & Bienek, T., 2016. "Valuation of employee stock options using the exercise multiple approach and life tables," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 17-26.
References listed on IDEAS
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Cited by:
- Konstandatos, Otto, 2020.
"Fair-value analytical valuation of reset executive stock options consistent with IFRS9 requirements,"
Annals of Actuarial Science, Cambridge University Press, vol. 14(1), pages 188-218, March.
- Otto Konstandatos, 2020. "Fair-value Analytical Valuation of Reset Executive Stock Options Consistent with IFRS9 Requirements," Research Paper Series 418, Quantitative Finance Research Centre, University of Technology, Sydney.
- Timothy Kyng & David Pitt & Sachi Purcal & Jinhui Zhang, 2021. "Financial `metrics for comparing Australian retirement villages," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(4), pages 5581-5611, December.
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Keywords
employee stock options; Method of Images; life tables; partial-time barrier options;All these keywords.
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