Alternative to Black-Scholes for Valuing Esos

Tax Notes, Vol. 99, No. 4, p. 533, April 28, 2003

Posted: 25 Apr 2003

See all articles by Themis D. Pantos

Themis D. Pantos

San Jose State University-Donald and Sally Lucas Graduate School of Business

Stewart Karlinsky

San Jose State University - Donald and Sally Lucas Graduate School of Business

Joe Mori

San Jose State University - Donald and Sally Lucas Graduate School of Business

Abstract

Professors Themis Pantos, Stewart Karlinsky, and Joe Mori, all of San Jose State University, present an alternative to the Black-Scholes model for valuing stock options.

Suggested Citation

Pantos, Themis D. and Karlinsky, Stewart and Mori, Joe, Alternative to Black-Scholes for Valuing Esos. Tax Notes, Vol. 99, No. 4, p. 533, April 28, 2003, Available at SSRN: https://ssrn.com/abstract=399043

Themis D. Pantos (Contact Author)

San Jose State University-Donald and Sally Lucas Graduate School of Business ( email )

One Washington Square
San Jose, CA 95192-0066
United States
(408) 924-3472 (Phone)
(408) 924-3463 (Fax)

Stewart Karlinsky

San Jose State University - Donald and Sally Lucas Graduate School of Business ( email )

One Washington Square
San Jose, CA 95192-0066
United States

Joe Mori

San Jose State University - Donald and Sally Lucas Graduate School of Business ( email )

One Washington Square
San Jose, CA 95192-0066
United States

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