INTERPOLATION METHOD FOR PRICING PATH DEPENDENT OPTIONS
Option is a financial contract which gives the rights to the holder for buying or selling assets on the strike price at the maturity time. The accuracy and efficiency calculation of option pricing is extremely important for the writers. In pricing options, differential partial equation model is comm...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/22580 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
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