Jump Diffusion model for barrier option pricing with stochastic volatility
Barrier option is an option which have a certain stock price which is called barrier. If the stockprice of the option reaching or passing the barrier in anytime before the expiry date, the option will be either active (knock-in) or terminated (knock-out). Nonlinear option maeans that the option will...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/25737 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |