Kobak, Piotr Z.2013-06-252013-06-252007Nowy Sącz Academic Review, 2007, no. 3, s. 4-131734-1590http://hdl.handle.net/11199/238Due 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.enUznanie autorstwa-Użycie niekomercyjne-Bez utworów zależnych 3.0 Polskaarticle