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題名:The Valuation of Employee Reload Options with Stochastic Interest Rates
書刊名:財務金融學刊
作者:張傳章 引用關係何曉緯 引用關係何瑞鎮 引用關係鄭濰昌
作者(外文):Chang, Chuang-changHo, Hsiao-weiHo, Ruey-jennCheng, Wei-chang
出版日期:2013
卷期:21:3
頁次:頁29-62
主題關鍵詞:員工津貼具重載特質之員工選擇權隨機利率Executive compensationEmployee reload optionsStochastic interest rates
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(1) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:1
  • 共同引用共同引用:0
  • 點閱點閱:5
期刊論文
1.Hilliard, Jimmy E.、Schwartz, Adam L.、Tucker, Alan L.(1996)。Bivariate binomial options pricing with generalized interest rate processes。The Journal of Financial Research,19(4),585-602。  new window
2.Belanger, Amelie C.、Peter A. Forsyth(2008)。Infinite reload options: Pricing and analysis。Journal of Computational and Applied Mathematics,222,54- 81。  new window
3.Brockman, Paul、Martin, Xiumin、Unlu, Emre(2010)。Executive compensation and the maturity structure of corporate debt。Journal of Finance,65(3),1123- 1161。  new window
4.Dai, Min、Yue Kuen Kwok(2005)。Valuing employee reload options under the time vesting requirement。Quantitative Finance,5,61-69。  new window
5.Dai, Min、Yue Kuen Kwok(2008)。Optimal stopping models of reload options and shout options。Journal of Economic Dynamic and Control,32,2269- 2290。  new window
6.Dybvig, Philip H.、Mark Loewenstein(2003)。Employee reload options: pricing hedging, and optimal exercise。Review of Financial Studies,16,145- 171。  new window
7.Hemmer, Thomas、Steve Matsunaga、Terry Shevlin(1998)。Optimal exercise and cost of granting employee stock options with a reload provision。Journal of Accounting Research,36,231-255。  new window
8.Maris, Brian A.、Jo-Mae Maris、Tyler T. Yang(2003)。The effect of exercise date uncertainty on employee stock option value。Journal of Business Finance and Accounting,30,669-697。  new window
9.Saly,Jane、Ravi Jagannathan、Steven Huddart(1999)。Valuing the reload features of executive stock options。Accounting Horizons,13,219-240。  new window
10.Boyle, Phelim P.(1977)。Options: A Monte Carlo Approach。Journal of Financial Economics,4(3),323-338。  new window
11.Cox, J. C.、Ingersoll, J. E.、Ross, S. A.(1985)。A Theory of the Term Structure of Interest Rate。Econometrica,53(2),385-408。  new window
12.Hull, John C.、White, Alan D.(1993)。Efficient procedures for valuing European and American path-dependent options。Journal of Derivatives,1(1),21-31。  new window
13.Rabinovitch, Ramon(1989)。Pricing stock and bond options when the default free rate is stochastic。Journal of Financial and Quantitative Analysis,24(4),447-457。  new window
14.Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy,81(3),637-654。  new window
15.Vasicek, Oldrich Alfonso(1977)。An Equilibrium Characterization of the Term Structure。Journal of Financial Economics,5(2),177-188。  new window
16.Cox, John C.、Ross, Stephen A.、Rubinstein, Mark(1979)。Option Pricing: A Simplified Approach。Journal of Financial Economics,7(3),229-263。  new window
 
 
 
 
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