Available Models Include:
Standard Black-Scholes for European options
Modified Hull-White with Sub-Optimal exercise, forfeiture and vesting
Input
Valuation Model
Hull-White
Black-Scholes
Stock Price
$
Stock Price error
Exercise Price
$
Exercise Price error
Expiration
Yrs
Expiration error
Volatility
%
Volatility error
Interest Rate
%
Interest Rate error
Dividend Yield
%
Dividend Yield error
Forfeiture Rate
%
Forfeiture Rate error
Suboptimal Multiplier
Suboptimal Multiplier range is 1.1 to 100
Vesting Schedule
Year
Percentage
%
Year1 error
Year1 Percentage error
%
Year2 error
Year2 Percentage error
%
Year3 error
Year3 Percentage error
%
Year4 error
Year4 Percentage error
%
Year5 error
Year5 Percentage error
Tree Model
binomial
trinomial
Tree Nodes error
Outputs
Fair Value
$
Expected Life
Yrs
Result Name: