| Model and Computation of Reload Stock Options with Barriers |
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| 作者姓名： | FU Qiang GAO lin-lin |
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| 作者单位： | 1. College of Economics and Business Administration; 2. College of Mathematics and Sciences, Chongqing University, Chongqing 400030, China |
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| 摘 要： | Reload stock option is proposed as a executive stock option plan having some drawbacks, and prove that it is necessary to treat the reload option as a barrier option with two barriers. The improved reload option pricing model is established which the long incentive and reload feture of executive stock option are included. The pricing formula of the new option and the simulation analysis of it are discussed.
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| 关 键 词： | reload option barriers option martingale |
| 修稿时间： | 2006/12/29 0:00:00 |
Model and Computation of Reload Stock Options with Barriers |
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| FU Qiang,GAO lin-lin.Model and Computation of Reload Stock Options with Barriers[J].Storage & Process,2007(4):144-147152. |
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| Authors: | FU Qiang GAO lin-lin |
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| Institution: | 1. College of Economics and Business Administration; 2. College of Mathematics and Sciences, Chongqing University, Chongqing 400030, China |
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| Abstract: | Reload stock option is proposed as a executive stock option plan having some drawbacks, and prove that it is necessary to treat the reload option as a barrier option with two barriers. The improved reload option pricing model is established which the long incentive and reload feture of executive stock option are included. The pricing formula of the new option and the simulation analysis of it are discussed. |
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| Keywords: | reload option barriers option martingale |
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