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Pricing of the asymmetric power call option

Author

Listed:
  • Ewa Dziawgo

    (Wydzial Nauk Ekonomicznych i Zarzadzania UMK)

Abstract

The article presents the issues connected with the asymmetric power call option: pricing model, the analysis of the option prices and the impact of selected factors on the price of those options was examined. The empirical data included in the article are concerned with the pricing simulations of the asymmetric power call options are on EUR/PLN.

Suggested Citation

  • Ewa Dziawgo, 2009. "Pricing of the asymmetric power call option," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, vol. 40, pages 65-74.
    • Handle: RePEc:cpn:umkanc:2009:p:65-74
    as

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