Now showing items 1-1 of 1

  • Pricing American style employee stock options having GARCH effects 

    Arotiba, Gbenga Joseph (University of the Western Cape, 2010)
    We investigate some simulation-based approaches for the valuing of the employee stock options. The mathematical models that deal with valuation of such options include the work of Jennergren and Naeslund [L.P Jennergren ...