Proceedings of the 2018 International Conference on Mathematics, Modelling, Simulation and Algorithms (MMSA 2018)

An Investigation on a Pattern of Virtual Executive Stock Option Based on Multidimensional Performance Indices

Authors
Changzheng Zhang, Jiao Zhang
Corresponding Author
Changzheng Zhang
Available Online March 2018.
DOI
10.2991/mmsa-18.2018.91How to use a DOI?
Keywords
executive stock option; option pricing; virtual stock option; China; black-scholes option pricing model
Abstract

Based on the limitations in practice of the executive stock option (ESO) in China, the paper proposes “a pattern of virtual ESO based on multidimensional performance indices” by integrating the advantages of the standardized patterns of the ESO in the western countries. The new pattern adopts the refined Black-Scholes Option Pricing Model and creates a “half-virtual ESO”, which can improve the performance appraisal mechanisms, increase the reasonability of the option pricing, lower the cash constraints and promote the risk prevention of the abnormal volatility of the stock market.

Copyright
© 2018, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the 2018 International Conference on Mathematics, Modelling, Simulation and Algorithms (MMSA 2018)
Series
Advances in Intelligent Systems Research
Publication Date
March 2018
ISBN
978-94-6252-499-6
ISSN
1951-6851
DOI
10.2991/mmsa-18.2018.91How to use a DOI?
Copyright
© 2018, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - CONF
AU  - Changzheng Zhang
AU  - Jiao Zhang
PY  - 2018/03
DA  - 2018/03
TI  - An Investigation on a Pattern of Virtual Executive Stock Option Based on Multidimensional Performance Indices
BT  - Proceedings of the 2018 International Conference on Mathematics, Modelling, Simulation and Algorithms (MMSA 2018)
PB  - Atlantis Press
SP  - 408
EP  - 412
SN  - 1951-6851
UR  - https://doi.org/10.2991/mmsa-18.2018.91
DO  - 10.2991/mmsa-18.2018.91
ID  - Zhang2018/03
ER  -