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Executive Stock Option Pricing and Incentives: Evidence from Asian Option Based on Volatility Estimated by SV-GED Model

机译：高管股票期权定价和激励：基于SV-GED模型估计的波动性的亚洲期权证据

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《International Conference on Management and Service Science;MASS 2009》|2009年|1-6|共6页
会议地点 Wuhan/Beijing(CN);Wuhan/Beijing(CN)
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Pan Min; Tang Sheng-qiao;
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1. OPTION PRICING AND EXECUTIVE STOCK OPTION INCENTIVES: AN EMPIRICAL INVESTIGATION UNDER GENERAL ERROR DISTRIBUTION STOCHASTIC VOLATILITY MODEL [J] . MIN PAN, SHENGQIAO TANG Asia-Pacific Journal of Operational Research . 2011,第1期

机译：期权定价和执行人期权激励：基于一般误差分布随机波动率模型的实证研究
2. Model-Based versus Model-Free Implied Volatility: Evidence from North American, European, and Asian Index Option Markets [J] . Biktimirov Ernest N., Wang Chunrong Journal of Derivatives . 2017,第3期

机译：基于模型的隐含波动率与无模型的隐含波动率：来自北美，欧洲和亚洲指数期权市场的证据
3. Ensuring More Is Better: On the Simultaneous Application of Stock and Options Data to Estimate the GARCH Options Pricing Model [J] . Chang Charles, Cheng Hung-Wen, Fuh Cheng-Der Journal of Derivatives . 2018,第1期

机译：确保更多更好：同时应用股票和期权数据估计GARCH期权定价模型
4. Executive Stock Option Pricing and Incentives: Evidence from Asian Option based on Volatility Estimated by SV-GED Model [C] . PAN Min, TANG Sheng-qiao International Conference on Management and Service Science . 2009

机译：执行股票期权定价和激励措施：来自亚洲选项的证据基于SV GED模型估计的波动率
5. Three essays in mathematical finance: A risk-neutral stochastic volatility model: Analytical and statistical studies. E-ARCH model for term-structure of implied vol of foreign exchange options. A numerical scheme for pricing Asian options. [D] . Zhu, Yingzi. 1997

机译：数学金融方面的三篇论文：风险中性随机波动率模型：分析和统计研究。隐含的外汇期权交易量的期限结构的E-ARCH模型。亚洲期权定价的数字方案。
6. Geometric Average Asian Option Pricing with Paying Dividend Yield under Non-Extensive Statistical Mechanics for Time-Varying Model [O] . Jixia Wang, Yameng Zhang 2018

机译：几何平均亚洲期权定价与超大统计力学下的股息产量计算时变模型
7. Do Underwater Executive Stock Options Still Align Incentives? The Effect of Stock Price Movements on Managerial Incentive-Alignment [O] . Li Jin, Lisa Meulbroek 2002

机译：水下高管股票期权是否仍与激励措施保持一致？股票价格变动对管理层激励取向的影响

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