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Papers

Employee Stock Options: An Up-and-Out Protected Barrier Call

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Pages 347-352 | Received 19 Feb 2008, Published online: 28 Sep 2009

References

  • Carr , P. 1995 . Two extensions to barrier option valuation . Applied Mathematical Finance , 2 ( 3 ) : 173 – 209 .
  • Henderson , V. 2005 . The impact of the market portfolio on the valuation, incentives and optimality of executive stock options . Quantitative Finance , 5 ( 1 ) : 35 – 47 .
  • Heynen , R. and Kat , H. 1994 . Partial barrier options . Journal of Financial Engineering , 3 ( 3 ) : 253 – 273 .
  • Hull , J. and White , A. 2004 . How to value employee stock options . Financial Analysts Journal , 60 ( 1 ) : 114 – 119 .

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