Primary Article
A Matrix-Based Lattice Model to Value Employee Stock Options
Mukesh Bajaj, Sumon C. Mazumdar, Rahul Surana and Sanjay Unni
The Journal of Derivatives Fall 2006, 14 (1) 9-26; DOI: https://doi.org/10.3905/jod.2006.650161
Mukesh Bajaj
A managing director with LECG in Emeryville, CA, and a lecturer in the Finance Department, Haas School of Business, University of California at Berkeley.
Sumon C. Mazumdar
A principal with LECG in Emeryville, CA, and a lecturer in the Finance Department, Haas School of Business, University of California at Berkeley.
Rahul Surana
A senior managing consultant with LECG in Emeryville, CA.
Sanjay Unni
A principal with LECG in Emeryville, CA, and a lecturer in the Finance Department, Haas School of Business, University of California at Berkeley.
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A Matrix-Based Lattice Model to Value Employee Stock Options
Mukesh Bajaj, Sumon C. Mazumdar, Rahul Surana, Sanjay Unni
The Journal of Derivatives Aug 2006, 14 (1) 9-26; DOI: 10.3905/jod.2006.650161
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