A matrix-based lattice model to value employee stock options

Journal of Derivatives

Volumn 14, Issue 1, 2006, Pages 9-26

  Bajaj, Mukesh ^a,b   Mazumdar, Sumon C ^a,b   Surana, Rahul ^a   Unni, Sanjay ^a,b  

^a Law and Economics Consulting Group   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 70349093114     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.2006.650161     Document Type: Article

References (14)

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