Pricing Dividend Protected Options Listed on the Warsaw Stock Exchange

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dc.contributor.authorKobak, Piotr Z.
dc.date.accessioned2013-06-25T09:50:33Z
dc.date.available2013-06-25T09:50:33Z
dc.date.issued2007
dc.description.abstractDue 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.identifier.citationNowy Sącz Academic Review, 2007, no. 3, s. 4-13pl
dc.identifier.issn1734-1590
dc.identifier.urihttp://hdl.handle.net/11199/238
dc.language.isoenpl
dc.publisherWyższa Szkoła Biznesu – National-Louis University by Management Sciences Institutepl
dc.rightsUznanie autorstwa-Użycie niekomercyjne-Bez utworów zależnych 3.0 Polska*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/pl/*
dc.titlePricing Dividend Protected Options Listed on the Warsaw Stock Exchangepl
dc.typearticlepl

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Nowy Sącz Academic Review, 2007, no. 3