- Estimating the Value of Employee Stock Option Portfolios and Their Sensitivities to Price and Volatility
2002/06/01 by John Core, John E. Core, Wayne Guay +1 · 21 citations
Business, Management and Accounting · Economics, Econometrics and Finance · #Accounting #Binary option #Capital Investment and Risk Analysis #Corporate Finance and Governance #Econometrics #Economics #Equity (law) #Explanatory power #Finance #Financial Reporting and Valuation Research #Financial economics #Implied volatility #Moneyness #Non-qualified stock option #Portfolio #Restricted stock #Stock (firearms) #Stock market #Stock options #Valuation (finance) #Valuation of options #Volatility (finance)