Performance regularity: a new class of executive compensation packages

DOI10.1007/s10690-012-9153-0zbMath1282.91319OpenAlexW3122583342MaRDI QIDQ1934586

Olivier Le Courtois, Carole Bernard

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

volatilityexecutive stock optionsParisian options

Mathematics Subject Classification ID

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

Related Items (2)

Optimal investment strategies for participating contracts ⋮ NEARLY EXACT OPTION PRICE SIMULATION USING CHARACTERISTIC FUNCTIONS

Cites Work

• The Pricing of Options and Corporate Liabilities
• Brownian Excursions and Parisian Barrier Options
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