Skip to main content
Feedback to SSRN
Feedback
(required)
Email
(required)
Submit
Angel Leon
affiliation not provided to SSRN
Learn more about SSRN Profiles
Feedback
Other Papers (1)
Total Downloads:
30
Sort by:
Paper Title, A-Z
Paper Title, Z-A
Author Name, A-Z
Author Name, Z-A
Date Posted, Ascending
Date Posted, Descending
Downloads, Ascending
Downloads, Descending
Actions:
Email selected abstracts
View:
Selected
Original List
All Versions
Hide All Versions
All Abstracts
Hide All Abstracts
(Rank)
1.
American GARCH Employee Stock Option Valuation
EFA 2008 Athens Meetings
Number of pages: 42
Posted: 26 Feb 2008
Angel Leon and
Antoni Vaello-Sebastià
affiliation not provided to SSRN
and University of the Balearic Islands
Downloads
30
View PDF
Download
Abstract:
Employee Stock Option, GARCH, Least-Squares Monte Carlo, fair value, FAS 123
Feedback
