Performance regularity: a new class of executive compensation packages

DOI10.1007/S10690-012-9153-0MaRDI QIDQ1934586zbMATH OpenOpenAlexFDO

Authors Carole Bernard, Olivier Le Courtois

Publication date 29 January 2013

Published in Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10690-012-9153-0

zbMATH Keywords

executive stock optionsParisian optionsvolatility

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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• A new executive stock option pricing model
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Cites work

• Brownian Excursions and Parisian Barrier Options
• scientific article; zbMATH DE number 6137478 (Why is no real title available?)
• The economics of risk and time
• The pricing of options and corporate liabilities

Cited in

(3)

• Optimal investment strategies for participating contracts
• Moral hazard and compensation packages: does reshuffling matter?
• Nearly exact option price simulation using characteristic functions

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