Pricing Financial Instruments Derivatives Inspired by Kyoto Protocol
| dc.contributor.author | Nowak, Piotr | |
| dc.contributor.author | Romaniuk, Maciej | |
| dc.contributor.editor | Hryniewicz, Olgierd | |
| dc.contributor.editor | Studzinski, Jan | |
| dc.contributor.editor | Romaniuk, Maciej | |
| dc.date.accessioned | 2019-09-16T09:36:32Z | |
| dc.date.available | 2019-09-16T09:36:32Z | |
| dc.date.issued | 2007 | |
| dc.description.abstract | In this paper the proposition of stochastic model which may be useful for pricing derivatives inspired by Kyoto Protocol is described. Based on neutral martingale method and Monte Carlo simulations the equation for price in case of European call option is provided. | de |
| dc.description.uri | http://enviroinfo.eu/sites/default/files/pdfs/vol116/0379.pdf | de |
| dc.identifier.uri | https://dl.gi.de/handle/20.500.12116/27625 | |
| dc.publisher | Shaker Verlag | |
| dc.relation.ispartof | Environmental Informatics and Systems Research | |
| dc.relation.ispartofseries | EnviroInfo | |
| dc.title | Pricing Financial Instruments Derivatives Inspired by Kyoto Protocol | de |
| dc.type | Text/Conference Paper | |
| gi.citation.publisherPlace | Aachen | |
| gi.conference.date | 2007 | |
| gi.conference.location | Warschau | |
| gi.conference.sessiontitle | Mathematical Modeling and Computer Simulation Methods and Algorithms |