对经理人股票期权价值模型的再探讨  

Restudy on model value of executive stock options

作　　者：万多[1] 赵秀青 晏小兵[1] 

机构地区：[1]长沙理工大学数理经济研究所,湖南长沙410076 [2]第一师范专科学校数理系,湖南长沙410002

出　　处：《湖南农业大学学报（自然科学版）》2008年第1期120-122,共3页Journal of Hunan Agricultural University(Natural Sciences)

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

关 键 词：经理股票期权 价值模型 跳跃 经济成本 经济价值 

分 类 号：F224.9[经济管理—国民经济]