EUROPEAN OPTION PRICING WITH TGARCH-M(1,1)
Options is one of financial instruments that often included in investor's portfolio to protect their asset. Financial institutions and investors are required to valuate the prices with no arbritrage opportunity such that no one always win. The no arbitrage price helps their decision making. Bla...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/27813 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
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