Valuing executive stock options: A quadratic approximation
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Cited by:
- Carmona, Julio & León, Angel & Vaello-Sebastià, Antoni, 2012.
"Does stock return predictability affect ESO fair value?,"
European Journal of Operational Research, Elsevier, vol. 223(1), pages 188-202.
- Carmona, Julio & León, Angel & Vaello-Sebastiá, Antoni, 2011. "Does Stock Return Predictability Affect ESO Fair Value?," QM&ET Working Papers 11-2, University of Alicante, D. Quantitative Methods and Economic Theory, revised 16 Jan 2012.
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Keywords
Finance Executive stock options ESO Valuation Quadratic approximation;Statistics
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