Oege Pennin

Rabobank International, Netherlands

Utrecht 3500 HG

Netherlands

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Scholarly Papers (1)

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A Critical Review of the Fair Value Settlement Procedure for Stock Options

Applied Finance Letters, Vol. 4, No. 1&2, pp. 20-25, 2015
Number of pages: 15 Posted: 05 Jul 2013 Last Revised: 20 Jan 2016
Rabobank International, Netherlands, Vrije Universiteit Amsterdam and Vrije Universiteit Amsterdam
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Abstract:

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fair value, intrinsic value, stock option, implied volatility, option pricing, takeover