Thread: Looking for a Black-Scholes Employee Stock Option valuatiion mode.
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Bailey W.[_2_] Bailey W.[_2_] is offline
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Default Looking for a Black-Scholes Employee Stock Option valuatiion m


"Alan Beban" wrote:

Is the underlying stock publicly traded?

Alan Beban

No, shadow stock of a private company with annual valuations done internally
by auditors annually with trading restrictions such that exercise of vested
shares can only be done in the month following the new valuation. Then the
window closes.

An exotic employee stock option.

Bailey
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