SCOPUS 정보 검색 플랫폼

Volumn 11, Issue 3, 2007, Pages 357-372

Optimal exercise of executive stock options

Author keywords

Constant absolute risk aversion; Optimal exercise; Stock option

Indexed keywords

EID: 34547162980 PISSN: 09492984 EISSN: None Source Type: Journal
DOI: 10.1007/s00780-007-0041-9 Document Type: Article

Times cited : (20)

References (8)

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- Carpenter, J.¹

2
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- Hedging contingent claims with constrained portfolios
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- (1993) Ann. Appl. Probab. , vol.3 , pp. 652-680
- Cvitanić, J.¹ Karatzas, I.²

3
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- Nontraded asset valuation with portfolio constraints: A binomial approach
- Detemple, J., Sundaresan, S.: Nontraded asset valuation with portfolio constraints: A binomial approach. Rev. Financial Stud. 12, 835-872 (1999)
- (1999) Rev. Financial Stud. , vol.12 , pp. 835-872
- Detemple, J.¹ Sundaresan, S.²

4
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- Stock options for undiversified executives
- Hall, B.J., Murphy, K.J.: Stock options for undiversified executives. J. Account. Econ. 33, 3-42 (2002)
- (2002) J. Account. Econ. , vol.33 , pp. 3-42
- Hall, B.J.¹ Murphy, K.J.²

5
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- The subjective and objective evaluation of incentive stock options
- Ingersoll, J.: The subjective and objective evaluation of incentive stock options. J. Bus. 79, 453-487 (2006)
- (2006) J. Bus. , vol.79 , pp. 453-487
- Ingersoll, J.¹

6
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- The intertemporal exercise and valuation of employee options
- Jain, A., Subramanian, A.: The intertemporal exercise and valuation of employee options. Account. Rev. 79, 705-744 (2004)
- (2004) Account. Rev. , vol.79 , pp. 705-744
- Jain, A.¹ Subramanian, A.²

7
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- Portfolio considerations in valuing executive compensation
- Lambert, R., Larcker, D., Verrecchia, R.: Portfolio considerations in valuing executive compensation. J. Account. Res. 29, 129-149 (1991)
- (1991) J. Account. Res. , vol.29 , pp. 129-149
- Lambert, R.¹ Larcker, D.² Verrecchia, R.³

8
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- Cambridge University Press Cambridge
- Rogers, L.C.G., Williams, D.: Diffusions, Markov Processes, and Martingales, vol. 2. Cambridge University Press, Cambridge (2000)
- (2000) Diffusions, Markov Processes, and Martingales , vol.2
- Rogers, L.C.G.¹ Williams, D.²

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.