PRICING CAPPED OPTION AND VULNERABLE OPTION
Capped option and vulnerable option is types of barrier option. This thesis discussed about capped call American option and vulnerable call European option. Capped option is a type of barrier knock-in and vulnerable option is a type of knock-out. Pricing capped option using modified binomial method...
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| Format: | Theses |
| Language: | Indonesia |
| Subjects: | |
| Online Access: | https://digilib.itb.ac.id/gdl/view/33570 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |