The Impact of Risk and Sentiment on Executive Stock Options and Exercise Decision
博士 === 國立臺灣大學 === 財務金融學研究所 === 99 === This study provides an analytic approximation for finite horizon American employee stock options (ESOs) and a closed form solution for perpetual American ESOs, which take into account risk aversion, stock holding constraint and default risk. Accounting for stock...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2011
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/18044795409456461914 |