Projects funded by the NCN
Pricing employee stock options in incomplete markets and analysis of the influence of the incentive scheme on the stock price
2012/05/N/HS4/00654
Keywords:
valuation of derivatives volatility modeling event study valuation of employee stock options incomplete market martingale measure copula function GARCH models
Descriptors:
- HS4_3: Econometrics, statistical methods
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Uniwersytet Ekonomiczny w Poznaniu, Wydział Ekonomii
woj. wielkopolskie
Principal investigator (from the host institution):
Number of co-investigators in the project: 2
Call: PRELUDIUM 3 - announced on 2012-03-15
Amount awarded: 24 840 PLN
Project start date (Y-m-d): 2013-03-07
Project end date (Y-m-d): 2015-03-06
Project duration:: 24 months (the same as in the proposal)
Project status: Project settled