摘要
通过将相关企业的信息引入对本企业经理人的期权激励和约,建立了合理的期权激励 模型．并利用委托代理模型给出了此模型合理性的论证．
In this paper, a rational motivation model is built by introducing information of related companies into option motivation contract with company managers. The model＇s rationality is proved by using the principal-agency model.
出处
《五邑大学学报（自然科学版）》
CAS
2005年第4期58-60,共3页
Journal of Wuyi University(Natural Science Edition)
关键词
亚式期权
风险中性
二阶矩法
委托-代理模型
Asian-style options
risk-neutral
second order moment method
principal-agency model
