@misc{Nowak_Piotr._Autor_Pricing_2005,
 author={Nowak, Piotr. Autor and Romaniuk, Maciej. Autor},
 copyright={Creative Commons Attribution BY 4.0 license},
 address={Warszawa},
 journal={Raport Badawczy = Research Report},
 howpublished={online},
 year={2005},
 publisher={Instytut Badań Systemowych. Polska Akademia Nauk},
 publisher={Systems Research Institute. Polish Academy of Sciences},
 language={eng},
 abstract={This article is devoted to presentation of the underlying asset tra­jectory model which may be appropriate for the emissions allowances market arising from Kyoto Protocol. In this paper some general as­pects of such market are also discussed. The stochastic process, which is generalization of Black - Scholes model, is presented. For this pro­cess, the suitable neutral martingale measure methodology and appli­cation of simulations is provided.},
 title={Pricing financial instruments arising from Kyoto Protocol},
 type={Text},
 keywords={Kyoto protocol, Black scholes model},
}