Application of Finite Element Method to American Option with Dividen

Option is a financial instrument that gives rights to the owner to buy or sell an asset at the price with a defined time and price. One type of option is an America option which able to exercised any time before expired untill expiration date. Determining the optimal time to exercised an American op...

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Bibliographic Details
Main Author: F. WYRASTI (NIM 20105003), ANDI
Format: Theses
Language:Indonesia
Online Access:https://digilib.itb.ac.id/gdl/view/17932
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Institution: Institut Teknologi Bandung
Language: Indonesia