摘要
用几何布朗运动来描述股票价格随时间变化经典模型的缺点就是不允许股票价格有向上或向下的不连续跳跃存在.在几何布朗运动中加入一些随机跳跃,并在此基础上讨论经理股票期权对公司经济成本以及经理经济价值的影响.
There is a defect in classical model, Geometric Brown Motion, in which random jump is not allowed in describing time varying stock price some random jump were added to Geometric Brown Motion and the effect of executive stock option on economic value of company economic cost as well as executive＂ s economic value were discussed
出处
《湖南农业大学学报（自然科学版）》
CAS
CSCD
北大核心
2008年第1期120-122,共3页
Journal of Hunan Agricultural University(Natural Sciences)
关键词
经理股票期权
价值模型
跳跃
经济成本
经济价值
executive stock option
model of the value
jump
economic cost
economic value
