AMERICAN OPTION PRICING WITH DIAGONAL METHOD
American option is one of the vanilla option mostly used in the capital market. American option on its implementation can be done anytime during the term of the option until the end of the maturity of the options. The Calculation of American option can be accomplished by using the binomial and trino...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/21123 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |