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This chapter illustrates the selected issues connected with the covered call strategy: the strategy design, the impact of certain variables (the price of the underlying asset and time to expiration (maturity) on the performance of the values of the ratios delta, gamma, vega, theta, and rho....
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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...
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The article presents the following issues related to real options: characteristics and classification of options, pricing models and analysis of the applicability of real options in the assessment of the company’s pro-ecological investments. The concept of real options analysis is an...
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