Executive stock option pricing in China under stochastic volatility
Terence Tai Leung Chong, Yue Ding and Yong Li
| Year of publication: |
2015
|
|---|---|
| Authors: | Chong, Terence Tai-Leung ; Ding, Yue ; Li, Yong |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 35.2015, 10, p. 953-960
|
| Subject: | Chinese listed companies | Aktienoption | Stock option | Managervergütung | Executive compensation | Börsenkurs | Share price | Stochastische Volatilität | Stochastic volatility | Optionspreistheorie | Option pricing theory | China |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011392713