Pricing of the asymmetric power call option

Ewa Dziawgo
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Ewa Dziawgo: Wydzial Nauk Ekonomicznych i Zarzadzania UMK

Acta Universitatis Nicolai Copernici, Ekonomia, 2009, vol. 40, 65-74

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.

Keywords: option; asymmetric power options; payoff function. (search for similar items in EconPapers)
Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:cpn:umkanc:2009:p:65-74

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