Description

• Title:
  The Impact of Market Liquidity on the Effectiveness of Option Valuation with the Black-Scholes-Merton Model Using the Example of the WIG20 Index
• Creator:
  Prymon, Michał
• Description:
  Financial Sciences. Nauki o Finansach, 2022, vol. 27, no. 1, s. 58-68
• Object availability:
  free access
• Rights:
  Pewne prawa zastrzeżone na rzecz Autorów i Wydawcy;
  Dla wszystkich zgodnie z licencją;
  CC BY-SA 4.0
• Date:
  2022.12.31;
  2022
• Type:
  artykuł
• Language:
  eng;
  angielski;
  English
• Publisher:
  Publishing House of Wroclaw University of Economics and Business
• Relation:
  Financial Sciences. Nauki o Finansach, 2022, vol. 27, no. 1
• Subject:
  options;
  Warsaw Stock Exchange;
  WIG20;
  Black-Scholes-Merton (models);
  pricing models;
  derivatives;
  index options;
  opcje;
  GPW;
  model Blacka-Scholesa-Mertona;
  modele wyceny;
  instrumenty pochodne
• Identifier: DOI: 10.15611/fins.2022.1.05
• Data provider:
  Dolnośląska Biblioteka Cyfrowa
• Can I use it?:
  seek permission
• Type:
  image