Trend derivatives: Pricing, hedging, and application to executive stock options

Journal of Futures Markets ◽

10.1002/fut.20233 ◽

2006 ◽

Vol 27 (2) ◽

pp. 151-186 ◽

Cited By ~ 3

Author(s):

Markus Leippold ◽

Jürg Syz

Keyword(s):

Stock Options ◽

Executive Stock Options ◽

Derivatives Pricing

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Trend Derivatives: Pricing, Hedging, and Application to Executive Stock Options

SSRN Electronic Journal ◽

10.2139/ssrn.782786 ◽

2006 ◽

Cited By ~ 1

Author(s):

Markus Leippold ◽

Juerg M. Syz

Keyword(s):

Stock Options ◽

Executive Stock Options ◽

Derivatives Pricing

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The Valuation of Executive Stock Options when Executives Can Influence the Payoffs

SSRN Electronic Journal ◽

10.2139/ssrn.1013982 ◽

2008 ◽

Cited By ~ 2

Author(s):

Tung-Hsiao Yang ◽

Don M. Chance

Keyword(s):

Stock Options ◽

Executive Stock Options

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Using Executive Stock Options to Pay Top Management

SSRN Electronic Journal ◽

10.2139/ssrn.1100649 ◽

2007 ◽

Author(s):

Douglas W. Blackburn ◽

Andrey Ukhov

Keyword(s):

Stock Options ◽

Top Management ◽

Executive Stock Options

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Executive Stock Options and the Mediation of Stockholder-Bondholder Conflicts

SSRN Electronic Journal ◽

10.2139/ssrn.111068 ◽

1998 ◽

Cited By ~ 1

Author(s):

Gerald T. Garvey ◽

Amin Mawani

Keyword(s):

Stock Options ◽

Executive Stock Options

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The Effect of Executive Stock Options on Firm Performance: Evidence from Retiring CEOs

SSRN Electronic Journal ◽

10.2139/ssrn.1426540 ◽

2009 ◽

Author(s):

Liu Zheng ◽

Xianming Zhou

Keyword(s):

Firm Performance ◽

Stock Options ◽

Executive Stock Options

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Repricing Alternatives, Optimal Repricing Policy, and Early Exercise of Executive Stock Options

SSRN Electronic Journal ◽

10.2139/ssrn.321541 ◽

2003 ◽

Cited By ~ 2

Author(s):

Jerry T. Yang ◽

Willard T. Carleton

Keyword(s):

Stock Options ◽

Executive Stock Options ◽

Early Exercise

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Cancellation of Executive Stock Options: Tax and Accounting Income Considerations*

Contemporary Accounting Research ◽

10.1506/vnvl-gvq9-gyyq-y3nk ◽

2003 ◽

Vol 20 (3) ◽

pp. 495-517 ◽

Cited By ~ 7

Author(s):

Amin Mawani

Keyword(s):

Stock Options ◽

Executive Stock Options

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Accounting for executive stock options: Valuation alternatives for change

Journal of Corporate Accounting & Finance ◽

10.1002/jcaf.3970030302 ◽

1992 ◽

Vol 3 (3) ◽

pp. 267-277

Author(s):

Eric Scoones ◽

Susan Eichen

Keyword(s):

Stock Options ◽

Executive Stock Options ◽

Options Valuation

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A brief overview of executive stock options in reducing the agency problem of excessive risk aversion

Management Research News ◽

10.1108/01409170910977979 ◽

2009 ◽

Vol 32 (8) ◽

pp. 762-766 ◽

Cited By ~ 2

Author(s):

Kevin J. Sigler

Keyword(s):

Risk Aversion ◽

Stock Options ◽

Agency Problem ◽

Executive Stock Options ◽

Excessive Risk

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Executive Stock Options and Leverage: Perverse Incentives or Optimal Contracting, a Test of Causality

SSRN Electronic Journal ◽

10.2139/ssrn.394600 ◽

2003 ◽

Author(s):

Lee W. Sanning

Keyword(s):

Stock Options ◽

Executive Stock Options ◽

Optimal Contracting ◽

Perverse Incentives

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