Optimal exercise of an executive stock option by an insider

Optimal exercise of an executive stock option by an insider

Mostra altre versioni (1)

We consider an optimal stopping problem arising in connection with the exercise of an executive stock option by an agent with inside information. The agent is assumed to have noisy information on the terminal value of the stock, does not trade the stock or outside securities, and maximises the expec...

Descrizione completa

Dettagli Bibliografici
Autore principale:	Monoyios, M
Natura:	Journal article
Pubblicazione:	2010

Documenti analoghi

Optimal exercise of an executive stock option by an insider
di: Monoyios, M, et al.
Pubblicazione: (2011)

Executive stock option exercise with full and partial information on a drift change point
di: Henderson, V, et al.
Pubblicazione: (2020)

Risk aversion and block exercise of executive stock options
di: Grasselli, M, et al.
Pubblicazione: (2009)

BEHAVIORAL FACTORS OF EARNINGS MANAGEMENT FOR EXECUTIVE STOCK OPTION EXERCISE DECISIONS
di: Nur Fadjrih Asyik
Pubblicazione: (2018-09-01)

Optimal investment with inside information and parameter uncertainty
di: Monoyios, M
Pubblicazione: (2010)

Optimal investment with inside information and parameter uncertainty
di: Monoyios, M
Pubblicazione: (2010)

Optimal investment and hedging under partial and inside information
di: Monoyios, M
Pubblicazione: (2009)

Market timing of executive stock option granting and exercising: Evidence from bursa Malaysia
di: Ibrahimy, A.I., et al.
Pubblicazione: (2012)

The impact of the market portfolio on the valuation, incentives and optimality of executive stock options
di: Henderson *, V
Pubblicazione: (2005)

Optimal investment with inside information and parameter uncertainty
di: Danilova, A, et al.
Pubblicazione: (2010)

Optimal investment with inside information and parameter uncertainty
di: Danilova, A, et al.
Pubblicazione: (2011)

Non-executive employee stock options and corporate innovation
di: Chang, Xin, et al.
Pubblicazione: (2015)

Executive stock options and earnings management in the portuguese listed companies
di: Sandra Alves
Pubblicazione: (2012-12-01)

Executive stock options and earnings management in the portuguese listed companies
di: Sandra Alves, et al.
Pubblicazione: (2019-03-01)

Efficient option pricing with transaction costs
di: Monoyios, M
Pubblicazione: (2003)

The diffusion of a social innovation: executive stock options from 1936
di: Young, H, et al.
Pubblicazione: (2016)

Option pricing with transaction costs using a Markov chain approximation
di: Monoyios, M
Pubblicazione: (2004)

Option pricing with transaction costs using a Markov chain approximation
di: Monoyios, M
Pubblicazione: (2004)

EXECUTIVE STOCK OPTION PLANS: UJI PENGELOLAAN LABA SELAMA VESTING PERIOD
di: Nur Fadjrih Asyik
Pubblicazione: (2018-09-01)

Inside the commodity option markets/
di: 444888 Labuszewski, John, et al.
Pubblicazione: (1985)

Using Sectoral Indexes to Discount the Exercise Price of Employee Stock Options
di: Majewska Agnieszka
Pubblicazione: (2016-12-01)

Mean reversion in stock index futures markets: A nonlinear analysis
di: Monoyios, M, et al.
Pubblicazione: (2002)

Mean reversion in stock index futures markets: a nonlinear analysis
di: Monoyios, M, et al.
Pubblicazione: (2002)

Executive stock option, corporate governance and value of the firm: Facts and fiction of Malaysian non-financial listed companies
di: Ibrahimy, A.I., et al.
Pubblicazione: (2012)

On the optimal exercise boundary for an American put option
di: Ghada Alobaidi, et al.
Pubblicazione: (2001-01-01)

Backdating of stock options /
di: Weinstein, Bernard T.
Pubblicazione: (c201)

Option strategies : profit-making techniques for stock, stock index, and commodity options /
di: 379673 Smith, Courtney
Pubblicazione: (1996)

Optimal hedging and parameter uncertainty
di: Monoyios, M
Pubblicazione: (2007)

Optimal hedging and parameter uncertainty
di: Monoyios, M
Pubblicazione: (2007)

Effect of insider trading on stock characteristics
di: Sudipta Kumar Nanda, et al.
Pubblicazione: (2021-06-01)

Option volume and stock returns: evidence from single stock options on the Korea Exchange
di: Mincheol Woo, et al.
Pubblicazione: (2021-11-01)

Characterisation of optimal dual measures via distortion
di: Monoyios, M
Pubblicazione: (2006)

Characterisation of optimal dual measures via distortion
di: Monoyios, M
Pubblicazione: (2006)

Evaluating approximations to the optimal exercise boundary for American options
di: Roland Mallier
Pubblicazione: (2002-01-01)

Implicit Volatility versus Statistical Volatility: an Exercise Using Options and Telemar S.A. Stock
di: Marcelo Savino Portugal, et al.
Pubblicazione: (2004-06-01)

Analysis of stock option scheme.
di: Seow, Yee Leng., et al.
Pubblicazione: (2008)

The Singapore stock options market.
di: Chan, Seow Wai., et al.
Pubblicazione: (2013)

Viability of stock options in Singapore.
di: Chan, Wai Soon., et al.
Pubblicazione: (2008)

Accounting for stock options expensing.
di: Chua, Hui Huang., et al.
Pubblicazione: (2008)

Stock option trading in Singapore
di: Eng, Christine Yaag Pheng, et al.
Pubblicazione: (2014)