Pricing Dividend Protected Options Listed on the Warsaw Stock Exchange

dc.contributor.author	Kobak, Piotr Z.
dc.date.accessioned	2013-06-25T09:50:33Z
dc.date.available	2013-06-25T09:50:33Z
dc.date.issued	2007
dc.identifier.citation	Nowy Sącz Academic Review, 2007, no. 3, s. 4-13	pl
dc.identifier.issn	1734-1590
dc.identifier.uri	http://hdl.handle.net/11199/238
dc.description.abstract	Due to the contingent dividend protection feature of the stock options listed on the Warsaw Stock Exchange, the standard Black-Scholes option price formulae do not apply in this case. We derive closed form price formulae and the put-call parity relationship for WSE stock options, and discuss the price differences between the standard and the modified formulae.	pl
dc.language.iso	en	pl
dc.publisher	Wyższa Szkoła Biznesu – National-Louis University by Management Sciences Institute	pl
dc.rights	Uznanie autorstwa-Użycie niekomercyjne-Bez utworów zależnych 3.0 Polska	*
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/3.0/pl/	*
dc.title	Pricing Dividend Protected Options Listed on the Warsaw Stock Exchange	pl
dc.type	article	pl