EUROPEAN BARRIER OPTION PRICING WITH FINITE DIFFERENCE AND ANALYTICAL METHODS
Pricing Barrier Option is not a simple matter, but of course it is not something impossible to do. With the help of Black Scholes Partial Differential Equation, valuation of Barrier Option becomes possible. In this final project, two methods which are finite difference and analytical methods will be...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/26272 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |