Using Option Pricing Models to Quantify Discounts for Lack of Marketability
BVR's Webinar Series
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- European Put Option
- Shout Options
- Look-Back Put Options
- Asian Put Options
- Forward Starting Put Options
- Perpetual Exchange Options
- Describe theory and mathematical application of the primary option pricing models for estimating DLOM.
- List the key assumptions and theoretical rationale for the option pricing models
- Reiterate major arguments for and against using the option pricing models, including strengths and weaknesses applicable to each model
- Describe recent case law applicable to the option models
- Describe methods for estimating key parameters for the option pricing models
- Apply the option pricing models in practice through example
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