定价股票Ofstock员工股票Stock 系统标签: stockanalyticpricing定价股票fas AnalyticPricingofEmployeeStockOptions∗JakˇsaCvitani´c†ZviWiener‡FernandoZapatero§Thisdraft:August29,2006.AbstractWeintroduceamodelthatcapturesthemainpropertiesthatcharacterizeemployeestockoptions(ESO),inparticularthelikelihoodofearlyvolu...
ZAPATERO (2008): Analytic Pricing of Employee Stock Options, Rev. Financial Stud 21, 683-724.Cvitanić, Jakša, Zvi Wiener, and Fernando Zapatero, 2008, Analytic pricing of employee stock options, Review of Financial Studies 21, 683-724....