Nowak, PiotrRomaniuk, MaciejHryniewicz, OlgierdStudzinski, JanRomaniuk, Maciej2019-09-162019-09-162007https://dl.gi.de/handle/20.500.12116/27625In 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.Text/Conference Paper