#TITLE_ALTERNATIVE#
Barrier option is one of many types' exotic options which are often traded in the derivative market. The European barrier options, in the form of barrier as a constant function or as an exponential barrier, are the famous one of the barrier options types. The analytical solutions for these opti...
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Format: | Final Project |
Language: | Indonesia |
Online Access: | https://digilib.itb.ac.id/gdl/view/18566 |
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Institution: | Institut Teknologi Bandung |
Language: | Indonesia |
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