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Journal : Jurnal Matematika

Penggunaan Model Binomial Pada Penentuan Harga Opsi Saham Karyawan Dara Puspita Anggraeni
Jurnal Matematika Vol 5 No 1 (2015)
Publisher : Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/JMAT.2015.v05.i01.p53

Abstract

Binomial Model for Valuing Employee Stock Options. Employee Stock Options (ESO) differ from standard exchange-traded options. The three main differences in a valuation model for employee stock options : Vesting Period, Exit Rate and Non-Transferability. In this thesis, the model for valuing employee stock options discussed. This model are implement with a generalized binomial model.