Employee stock option valuation with an early exercise boundary

Financial Analysts Journal

Volumn 64, Issue 5, 2008, Pages 88-100

  Brisley, Neil ^a   Anderson, Chris K ^b  

^a UNIVERSITY OF WESTERN ONTARIO   (Canada)

^b Cornell University ^*  (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77950459810     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v64.n5.9     Document Type: Article

References (11)

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3. Carpenter, J., R. Stanton, and N. Wallace. 2007. "Optimal Exercise of Executive Stock Options and Implications for Firm Cost." Working paper.
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6. Huddart, S. 1994. "Employee Stock Options." journal of Accounting and Economics, vol. 18, no. 2 (September):207-231.
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9. Kulatilaka, N., and A. Marcus. 1994. "Valuing Employee Stock Options." Financial Analysts journal, vol. 50, no. 6 (November/December): 46-56.
10. McCeehan, Patrick. 2006. "Options in the Mirror, Bigger Than They Seem." New York Times (9 April): www.nytimes.com/2006/04/09/business/ businessspecial/09fuld.html?ex=1302235200&en=24df9d()e0e42c66d&ei= 5090&partner=rssuserland&emc=rss.
11. Merton, R. 1971. "Optimum Consumption and Portfolio Rules in a Continuous-Time Model." journal of Economic Theory, vol. 3, no. 4 (December):373-413.