PRICING SINGLE AND DOUBLE ASSET BARRIER OPTION USING REFLECTION PRINCIPLE
One of the well-known derivative instruments is option. More research on option has been made in recent years to improve the results of Black-Scholes in obtaining the vanilla option price (± 40 years ago). One of exotic option that is quite famous is barrier option, i.e. the option that its payof...
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| 格式: | Final Project |
| 語言: | Indonesia |
| 在線閱讀: | https://digilib.itb.ac.id/gdl/view/29115 |
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| 機構: | Institut Teknologi Bandung |
| 語言: | Indonesia |