CONVERGENCE OF LEISEN-REIMER BINOMIAL MODEL IN PRICING EUROPEAN OPTIONS
A European option is a financial contract which gives its holder a right (but not an obligation) to buy or sell an underlying asset from writer at the time of expiry for a pre-determined price. The continuous European options pricing model is given by the Black-Scholes formula, while the discrete mo...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/12127 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |