THE INFLUENCE OF VOLATILITY FOR EUROPEAN OPTION PRICING WITH BINOMIAL METHOD
binomial, binomial log-transformed, model heteroskedastik, opsi Eropa, volatilitas Option is one of investment types attracted many investors. Some factors that involve in option pricing are stock price (St), strike price (K), maturity time, volatility (t), interest rate (r), and dividends. In thi...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/19555 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |