BINO-TRINOMIAL METHOD FOR PRICING BARRIER OPTION
The barrier option is a widely traded option in the stock market. Various types of barriers make the option price calculation is not simple. There are various methods to determine the price of the option. Starting from analytical methods to numerical methods. By using analytical methods, of course t...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/30454 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |