@misc{Stolorz_Beata_Funkcja_2005, author={Stolorz, Beata}, year={2005}, rights={Wszystkie prawa zastrzeżone (Copyright)}, publisher={Wydawnictwo Akademii Ekonomicznej im. Oskara Langego we Wrocławiu}, description={Prace Naukowe Akademii Ekonomicznej we Wrocławiu; 2005; nr 1088, t. 2, s. 262-268}, language={pol}, abstract={To estimate the risk the inwestors take investing their money in stocks or stock options one must study if the option is exercised or not. From the point of view of call option writer, especially those uncovered, one should the probability of the exercise of option by a holder.In the paper was presented the function of probability of exercise of option. The calculated probability is for an investor risk measure, which he can accept or reject. Function of probability of exercise of European call option presented in the paper was applied in the case of log-normal distribution of prices of the underlying instruments. (original abstract)}, type={artykuł}, title={Funkcja prawdopodobieństwa realizacji opcji dla logarytmiczno-normalnego rozkładu cen}, }