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How to calculate CEO's stock option's BS value

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楼主
发表于 2009-7-21 15:14:00 | 只看该作者

How to calculate CEO's stock option's BS value

Anybody has this kind of experience? I'm currently tryting to match my calcualtion with the WRDS calculation of BS value, however, there are always 10 percent difference between those. I think the problem may come from the volatility and dividiend I used. I'm not sure whether do I need to adjust it to 5% and 95% when calculate B&S value.

Any body can help me out? I would deeply appreciate it.
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