PRICING EMPLOYEE STOCK OPTION USING TRINOMIAL TREE METHOD

PRICING EMPLOYEE STOCK OPTION USING TRINOMIAL TREE METHOD

This study explores the Employee Stock Option (ESO) model proposed by Liao and Lyuu, which provides a robust framework for addressing critical factors such as dilution, early exercise, and employee forfeiture rates. The model is solved using the trinomial tree method, allowing for the consideration...

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Bibliographic Details
Main Authors: Donny Citra Lesmana, Reza Tri Ahmad Ramadhan, Siti Nurjanah, Vanaya Syahira Dharmawan
Format: Article
Language:English
Published: Universitas Pattimura 2025-04-01
Series:Barekeng
Subjects:
dilution effect
early exercise
employee forfeiture rate
employee stock option
trinomial tree
Online Access:https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/13293
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