Publicaciones en las que colabora con ANTONIO VAELLO SEBASTIA (5)

2012

  1. Does stock return predictability affect ESO fair value?

    European Journal of Operational Research, Vol. 223, Núm. 1, pp. 188-202

2011

  1. Pricing executive stock options under employment shocks

    Journal of Economic Dynamics and Control, Vol. 35, Núm. 1, pp. 97-114

2010

  1. A simulation-based algorithm for American executive stock option valuation

    Finance Research Letters, Vol. 7, Núm. 1, pp. 14-23

2009

  1. American GARCH employee stock option valuation

    Journal of Banking and Finance, Vol. 33, Núm. 6, pp. 1129-1143

  2. Pricing executive stock options under employment shocks

    Working papers = Documentos de trabajo: Serie AD